Can I use a standard SMA connector and cable to deliver high voltage to a PCB?
Looking through an old (2007, paper!) Farnell catalogue, I cannot see voltage ratings on any of their SMA connectors. However there are ratings on (dimensionally similar) SMB and SMC connectors of 250Vrms and 335Vrms, but no DC ratings.

This SMA connector datasheet shows a dielectric strength of 1000V at 50Hz (almost DC!) and a corona extinction voltage of 250V, and a "working voltage" less than that.

I did find one RG174AU cable with a max DC voltage rating of 6kv between core and screen so with care, the cable may be up to it, but unless you have better luck selecting components than I did, the connector is likely to be a problem.