How to wire DC kilovolt meter?
High-voltage off-the-shelf panel meters almost universally require external multiplier resistor(s), so you've no doubt destroyed the meter and, most likely, the diode as well by not including the required resistance in your setup.

To find out, check the diode's front-to-back resistance, and the meter's continuity using an ohmmeter. Start with the highest resistance range and work downward, and if the meter's not totally ruined you should see its pointer deflect at some point.