Which is worse for a relay? High inrush current or large voltage difference between the relay contact and the signal being switched
A schematic would really help here, but I don't think this will work. As long as the relay is open, no current flows anywhere (correct ?) that means no voltage drops over any of the resistors and hence you always will have the full 4 kV across the relay.
A capacitor in parallel with the load will just increase the load, a capacitor in parallel with any resistor will just discharge and a capacitor across the relay will just see the same voltage as the relay does.