Reddit reviews Transformer and Inductor Design Handbook (Electrical and Computer Engineering)

You could rewind a MOT's secondary with more turns of thinner wire to give you that voltage, or use a 25 stage multiplier on an unmodified one.

You might be able to do something interesting with automotive ignition coils - they're designed for 50kV output although I've absolutely no idea what sort of continuous power they're able to handle.

If you're going to make a flyback, be aware that 1) the traditional turns ratio is irrelevant because they don't use transformer action but rather treat it as a multi winding inductor, and 2) you can't feed a cockroft-walton multiplier with it because the multiplier wants a symmetric AC input whereas the output from a flyback is highly asymmetric - you'd have to go direct to your desired output voltage with corresponding difficulties with UHV diodes and suchforth

Transformers don't need high frequency to do anything - they simply need enough magnetic volume to not saturate given the peak volt-turn-seconds you're applying. We use high frequencies because it allows drastically larger power transfer through physically smaller transformers by reducing peak volt-turn-seconds.

The Colonel McLyman treatise on inductors (elsewhere available as free PDF with some digging) is a good read, but hunt for other sources of information as well. I found his stuff to be better as reference material than a tutorial.

I take it back.

Brushing up on your magnetics is always a good idea. I recommend this book.

I would also look into some books on dielectric breakdown, and maybe some on distribution. Though it may be too late for books now.

Again GOOD LUCK!