I'm not sure I understand you correctly, so are you saying you've measured ESR @ nearly 4Meg ohm?
Seems way out to me if this is the case. For example, PEH169 caps come in ~30m ohm or less on the smaller values, and can drop to 5m ohm as the values get larger <100k uF, 25V, 85C>). IIRC, PEH169 is used a lot in audio gear PSU repairs and upgrades.