Insulating from static electricity
I haven't tested it buy my gut feeling is the breakdown of hotglue will be below 5kV

Some high voltage electric tapes are rated up to ~70kV, make sure there is a continuous wrap that is clean as any residue on the tape could conduct. Any residue on the outside of the wire could also conduct. 

The best way would be to get some high voltage wire that has a breakdown above that of the voltage you are experimenting with.