Two words: DO NOT. If you value your life and your equipment I don't recommend trying to build up your own high voltage probe.
High voltage does not have to equal death sentence. I think my piezo gas grill starter measured over 10KV and I could take a direct hit from it all day long and not die. Still, not a bad stance to take. We have no idea what our friend who is 65 year old, living in antarctica, using words like suck, owning several Flukes and can't read their displays, is thinking. I am not not at all surprised that they are confused. It may be the first thing they have posted that makes some sense.
What way will be the best?
It depends what the requirements are. I posted that link the other day on making attenuators. Perhaps the video was too complex or long for you to follow?
1) Wideband 1KV 100X voltage probes
2) HV current probe used to look at ESD and other fast events
3) Wideband 40KV voltage probe
Also towards right a discharge probe for the generators (LED is active above 20V or so). The is used to short out the generators when I am working on the setup. >20J at over a KV could be lethal.