The problem isn't whether it can be done, it's whether it's available. The suppliers you mention, cater to the mass market; while they do carry many specialty items, the more special you go, the more spotty is the availability of any particular kind of item.
There are few mainstream applications for high voltages, at more than tiny currents.
Even CCFLs are falling out of use now, and they only deliver small currents (~mA?).
You're almost certainly going to need some windings in series, and then a voltage multiplier. High voltage diodes have never gone out of style, and even regular diodes can be wired in series if needed.
That leaves the transformer. You may well be better off with an iron-core power transformer, or an SMPS type would be equally usable at high frequency, wired in reverse so that e.g. 12V AC at the input is stepped up to 240V at the output, a few of these wired in series, and then enough of a multiplier used to go the final distance. If regulation is required, you'll need some sort of primary-side control (PWM? frequency control + resonance?) and a feedback voltage divider. Notably: you must find transformers with "REINFORCED" isolation, over 5kV obviously: preferably 8kV, a level commonly available for medical-grade devices. The parts will be somewhat expensive (more insulation, more approvals), but you only stipulated availability, not cost, so this seems acceptable.
More esoteric items are available on Ali and etc. where no one cares about safety, practicality or application; the quantities don't need to be large, necessarily: remember those products come from low cost-of-living countries where your mere $3 purchase price, say, means a lot more over there than it does here. (Though still not actually that much; there's competition even between in niche products, driving prices down, and the CoL multiplier isn't actually all that big, maybe 3-5x these days, depending on where.) In particular, such a transformer might be made for unsafe (to handle, or environmentally to operate) products such as spark generators (generically; take your pick as to application), corona (ozone) generators, UV, NOx, whatever. The sorts of infamous things BigClive takes apart, y'know. Some of these might have industrial application (sterilization, spark ignition?), but putting them in consumer products ("ion purifier"!) is reckless, and there's very little mainstream, western market for parts like that. (Besides, the few applications/companies that do need such ratings, are happy to custom-order a transformer of such spec -- they're simply not buying them through distributors anyway, there's hardly any widespread, multi-use market for such products, hence they aren't offered on DK/M.)
Tim