As a side note - there nothing magical about guarding. It works well if the potential difference between the guard and whatever is guarded is close to zero. It does not work well if it isn't. If you have 40V across a resistor,taking one end as zero volts, you'll have 40V at the other end and only 20V in the middle of the resistor, so the guarding tube at that point already doing more harm than good, increasing capacitive coupling from the "hot" end to the "cold" end. A grounded tube would make more sense as it will reduce that coupling. A Teflon tube over the resistor, as already noted, is essentially asking for trouble, unless there is a very specific reason to use it , for example in a very high voltage circuit where the air is no longer sufficient as an isolation.
Cheers
Alex
P.S. - by the way, the Keithley 5155 series uses only plain BNC connectors, no triax, no separate guard
.
P.P.S. - for the best of both worlds, a distributed guard is possible if the main resistor is constructed from many smaller value resistors and a sectioned guard is driven from a low-ish resistance auxiliary divider, so the guard voltage in each section is close to the voltage over each resistor of the main divider. Not really applicable unless you have at least ten resistors in series.