For obvious reasons, that’s called a “doorknob” capacitor.
The typical curve of capacitance vs. applied voltage (% of rated max) is shown below the table.
Does this meet your requirements?
N4700 is probably the “worst” of the Class-1 dielectrics. The dielectric materials get “worse” as their dielectric
constant increases, but high voltage capacitors need a thick dielectric for insulation, based on their dielectric
strength.
HVStuff.com has some interesting high-voltage polystyrene capacitors. They cater to the Tesla-coil enthusiasts.
http://hvstuff.com/high-voltage-capacitors/film/polystyrene They also have HV ceramic capacitors, but don't specify the dielectric (some have Q about 250, which is probably N4700 again). Their prices are reasonable. The polystyrene capacitors should be good, but their values are a bit high.
MaxGain Systems have some interesting HV NP0 ceramic capacitors:
https://mgs4u.com/product/npo-rated-doorknob-capacitors-5-pf-5-kv/ , used, at quite good prices.