I needed several high-voltage connectors for this project, each capable of working reliably at 20 kV. Rather than buying them, I made them myself, using PVC pipe, PVC sheet, ordinary banana jacks, and SO-239 (UHF coaxial) receptacles. The body of the connector is made from the PVC pipe, with the banana jack mounted at the rear in a disk cut from the PVC sheet (see the photos). Another disk, at the front, serves as a mounting flange. I removed the insulator and center contact from the SO-239 (easily accomplished by grinding the back off of it) and then mounted it in front of the panel, with the HV connector body behind the panel.
If you cannot locate PVC sheet, it may be easily prepared by longitudinally slitting a length of pipe and then gently heating it in an oven to make it open up and lie flat!
I fashioned the mating cable from RG-8 coax and a PL-259 UHF plug. After removing the center pin, I drilled out the PL-259 so that the insulated center conductor of the coax could pass through it; then I attached the PL-259 shell to the coax shield in the conventional manner, with the appropriate length of center conductor protruding. I soldered an uninsulated banana plug onto the end of the center conductor.
When the cable assembly is mated to the HV connector on the chassis, the banana plug engages the jack at the rear of the connector.
If you use this technique, be sure to obtain RG-8 cable having a hard polyethylene dielectric. There are many cables, otherwise similar to RG-8, that are made with foam dielectrics that cannot withstand the high voltage. I have seen the polyethylene cable used reliably in commercial 40 kV power supplies.