High power (but low frequency) arbitrary waveform generator
I'm going to suggest the same PWM scheme as Marcus, in the off-the-shelf version, ie, a Class D audio amp.

You can find IRS2092S based class-D amps on aliexpress at very cheap prices. This is a driver chip which allows +/- 100V power rails, and it uses separate MOSFETs, so pay attention to the voltage and power rating of the amp you're buying, as this will depend on the which parts are on the board... you will also need a power supply, most likely a switching one.

Since the voltage you need is pretty high, I'd use a stereo amp in bridged mode, which would give +/- 200V, followed by a transformer.

These amps can be DC coupled without trouble, however this is of course not compatible with a voltage-boosting output transformer.

If you want a DC-capable amp with more voltage, then something like IRS2092S followed by a MOSFET driver of proper voltage specification sounds like a nice starting point.

Note that this will give you a voltage. If you want to emulate an alternator or something like that, you'll also have to emulate its output impedance.

If class D is too noisy for you, then you're going to need a very heavy chunk of metal, as an amp capable to output 250V even with a lowish current of 1A quickly results in tons of output transistors for reasons of SOA (Safe Operating Area) especially if the load is inductive. In this case I wouldnt bother, just get a used PA amp from the pawn shop and remove the input DC coupling cap.

Another option I'd consider is a Class-D PA amp with an optical (or at least transformer isolated) SPDIF digital audio input. Maybe Behringer iNuke has that, I don't know. Having the digital to analog conversion inside the amp, and having it isolated from the PC with optical fiber, could end up being a good idea if the high voltage experiment encounters some "unforeseen consequences".