Thick-film is another term for metal oxide or cermet. A thick film is applied like through a silk screen, being an ink comprising resistive stuff and insulating glass. When fired, it binds to the ceramic substrate and the the binder in the ink burns off. The antonym is "thin film", which means a metal alloy deposited from vacuum.
I would
never use X, Y (such as Y5P), or Z dielectric ceramic capacitors in a measurement system, since they lose capacitance drastically with applied voltage. For ceramic, you need NP0 or C0G (basically synonymous). However, there are special capacitors for high voltage, such as reconstituted mica or high-voltage polypropylene film.
I have used the Ohmite maxi-mox resistors, which have reasonable performance, but I prefer the Caddocks. I have used them up to 40 kV, with a more complicated structure (with corona guards) up to 100 kV.
Note that all of these non-metallic resistors have a voltage co-efficient of resistance that is substantial at high voltage. I was able to get matched co-efficients from Caddock to make a voltage divider, and they sell pre-assembled voltage dividers that are specified. (I keep reminding people that Ohm's Law is an approximation that is often useful, but not guaranteed for a given resistor-shaped object.)
Your Ohmite data sheet does not specify the voltage co-efficient, some Caddock parts are so specified.
Ohmite makes a "Supermox" series with typical specifications on VCR.
https://www.ohmite.com/assets/docs/res_supermox.pdfA 30 kV rated Supermox can have a "typical" VCR of 0.1 to 0.15 ppm/V which sounds good, but when you multiply by 30 kV that is a shift of 0.3 to 0.45% in the resistance.
You didn't give a country flag: to where would the freight charge get that high from Texas?