I believe the connector in the picture is used in the Doble M4100 tan delta tester:
https://www.doble.com/product/m4100/It is a test instrument used to measure the dissipation factor of e.g. bushings, HV-transformer insulation etc. I examined this exact connector many years ago and came to the conclusion that it was custom made. A simple 4 mm banana plug for the HV. And springs wrapped around holes in the receptacle housing for the shield connection. (Yes, the cable is coaxial or perhaps triaxial). The receptacle housing itself being of some type of fiber reinforced composite material (Pertinax?) The cable part of the connector is made from something like POM.
This connector would be good for at least 12 kV, the current handling only being dependent on the banana connector and the cable itself. I see that the Doble is specified up to 5 A, but that might be together with a separate resonating inductor.
There are more advanced dissipation factor/tan delta testers in the market. They have a triaxial HV cable with an inner guard screen and an outer ground screen, in order to measure isolators which are grounded. And also cover a larger range of frequencies.
This type of connector can be fabricated with access to the right materials and a lathe. There is somewhat of an art to terminate the HV cable correctly. The shield needs to be far enough pulled back from the center conductor and some attention needs to be spent on sharp edges etc. which otherwise might cause corona and partial discharge.