Transformer Insulation - High Voltage can Jump Through Ferrite Core?
Ferrite has distributed particles of dielectric, conductors and magnetic particles.  Although high Mu ferrite appears to be high resistance the metallic particles coated in ceramic have very LV breakdown threshold. So it will not have good HV insulation properties. 

Your primary insulation is the magnet wire. 

Secondary insulation is kapton, teflon or mica or equiv tape between core and magnet wire and between primary and secondary.

Rubber ins. wire &amp; polyurethane coating on exposed conductors will improve results after dust and humidity creep in.

With proper bobbin design, you can achieve 50kV insulation in a small form factor, but not with ferrite coated pins.  I used to buy these custom made and used 24V sine wave source for $0.30 in 100k qty with 1:1000 turns ratio. Then I used a series resonant mode.  WIth a non-saturating sine wave source, no shielding is required.  Q=X/R