The KSA1381/KSC3503 are my current go-to transistors for high voltage applications, but they are only 7 watts and 300 volts, limiting current to perhaps 20 milliamps in the real world. Their high speed also makes them more likely to oscillate.
For a 500 volt and 100 milliamp design, that leads to maybe 2 or 3 in series and 6 or 8 in parallel, which is not quite as bad as it seems because parallel operation only requires adding emitter ballasting resistors. That is about $30 or $40 worth of transistors, but still less expensive than the power MOSFET solution, and performance would be higher.
I wonder what high voltage high current PNP transistors used to be available. The old 2N6214 could sustain 40 milliamps at 200 volts.
The modern MJE5852G ring emitter audio transistor can sustain 50 milliamps at 250 volts, so only two are needed in parallel.