Electrolysis of salt water will evolve large amounts of chlorine gas, hydrogen gas, oxygen gas, along with heat, while leaving behind sodium hydroxide. Poisonous, explosive, and corrosive! That is assuming the electrodes don't immediately disintegrate. The conductivity of the solution will depend on the bath temperature, so it will change a fair bit as you heat up the bath.
Done carefully and outside, this could work. Still, if at all possible, I would suggest a different approach. 10 kW is not too much for a normal resistive heater. Off the shelf heating elements won't be designed to operate at 5kV but you could connect several lower powered 230 volt heaters in series, or wire one yourself from a whole bunch of nichrome wire.