Why not use an high voltage transformer+ variac? I don't know your setup and the details of what you are attempting to do but I think it can be done that way.
That is what I would do; buy or build some high voltage rectifiers to get DC. Use the minimum of output capacitance.
The problem with old neon sign transformers is the output is centertapped with the centertap connected (grounded) to the case so if you're not careful wiring it up you can end up with serious, and perhaps deadly, problems.
So use two high voltage rectifiers for a full wave center-tap output.
I think he wants 5kVAC, not DC.
The problem is, small 5kV transformers aren't widely available.
Two microwave oven transformers in series would do, but is far too dangerous and one side of the secondary is bonded to the core.
An insect killer might work, but again is very dangerous.
The only other thing I can think of is loads of small mains transformers, in reverse (secondary windings connected to the mains) in series, but again that's quite dangerous, probably not as much as the other options, since small transformers have a high impedance.