Try SHV or MHV, much smaller than a sparsely spaced terminal block, plus you get a coax shielded HV cable that is no longer a hazard anymore unless you severed it.
You need 4kV
Note that the SHV spec say:
Dielectric withstanding voltage (at sea level) = 5.0 kV rms, 50 Hz (depending on cable)
Working voltage (at sea level) = 3.5 kV rms, 50 Hz (depending on cable)
A bit difficult to get the pdf catalog for Huber Suhner. Send me a request to share it. 140MB
Also note that the Huber Suhner catalog and website never seem to be complete. I have ordered Radiation Hardened connectors that are not listed on the website or catalog. PolyStyrene isolator. You will have to work with your local distributor if you want to try to see if there are any other non-standard (not RG-58 RG-59) SHVs not listed in the catalog. But I doubt it. Which brings me to my next point.
RG-58 RG-59 are not rated for 4kV. Look at this.
http://www7.taosnet.com/ebear/coaxlist.html Maybe some cable gurru or yourself can check which higher rated cable will fit into the connector. The important cable dimensions are the outside diameter of the isolation between screen and center conductor because it must fit into the back of the connector housing. And the diameter of the center conductor because you must be able to crimp the pin with a very expensive crimper onto teh center conductor.
Which brings me to my next point. Inside your device you can also look at this type of SHV.
http://www.hubersuhner.com/ProdDet/3068558 No screen. But you must still look at the outside RG cable.
Just be prepared to fork out the US$. SHVs are not cheap.
https://www.pasternack.com/nsearch.aspx?sort=y&Category=Connectors&Rfinco99con1series=SHV&view_type=gridBulkhead connector for RG-58 >>
http://www.hubersuhner.com/ProdDet/2776661Cable Connector for RG-58 >>
http://www.hubersuhner.com/ProdDet/2432855You would probably be better off using terminal blocks.
Never tried these guys.
www.hivolt.de Maybe worth a try.