I work in a HV oriented laser lab. My technique for small diameter slim joints with no leakage current is as follows.
Step one, Solder joint with no sharp points after soldering. File and or sand the junction if need be.
Step two, A few layers of Wrap with Teflon plumbing tape so that no metal is showing. This wrap should be a fraction of a millimeter thick.
Step Three, Thin layer of ceramic loaded epoxy, Hysol C1 White. If you do not have access to C1, a high grade clear epoxy may be used. Allow epoxy to set. HV cable inner wire is mechanically weak. So the joint must be epoxy reinforced.
Step Four, another layer of Teflon Tape. This time going out over the insulation for 5 mm, and having a thin layer of wet epoxy under it.
Step five, A Dressy, smooth layer of the epoxy. C1 may be smoothed by brief application of a heat gun. The amount of heat needs some practice so you do not greatly accelerate the cure.
Step Six, Heat Shrink tubing of the kind with glue inside. One small piece over the junction, One larger piece to add strength and make this joint look good. It helps if the outer layer color matches the cable color.
If I'm worried about the cable needing to flex, I add more thin layers of epoxy and tape, then do the dressy layer.
Some of my joints done this way have worked for 10 years now.
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I avoid RTV type Silicon at very HV, it exhibits a high leakage current, and it degrades under ozone.
3M offers a liquid electrical tape that is far better then RTV for HV work.
Notes:
Hysol C1 White is sort of a must have if you do lab work. It is a very low outgassing, somewhat thermally conductive, mechanically stable epoxy that can withstand high temperatures and harsh chemicals. Its loaded with MgO and Al2O3 powder. Lab guys will know it as a "Torr Seal" analog. Airplane folks will know it is as the epoxy used to bond leading edge sheet metal on the wings of fast jets.
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Normally we use a high grade RG8 Teflon cored coax cable for 50-60 Kv work. You use a soldered PL259 style connector with the inner insulating portion removed. That gets soldered to the braid with 4-6" inches of the Teflon core sticking out and terminating in a male banana plug. The mating side is a PL259 panel mount with 4-6 inches of small Teflon or pcv pipe submerged in potting compound or castable plastic. At the end of the PVC is the female banana plug. The Cable braid is the ground, the inner is the HV lead. Works a treat to 85 Kv or so. At least four makers of HV power supplies consider this the standard method, which dates back to World War II.
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If you must find more wire, look for "TVS" wire for HV.
Surprisingly 600V rated Oldaker Corp. rubber test lead wire with the slightly conductive inner insulation is very good to 20-30Kv or so. It makes for very good ground return leads for HV projects. Little known fact, the inner polymer layer of HV cable next to the wire core is slightly conductive. This is to avoid corona inside.
At 25 KV and up, I start worrying about the ground return being nearly as well insulated as the HV lead.
Steve