Voltage-Divider for High Voltages
Your reduced measured voltages are consistent with the measurement point being loaded down by a resistance in the order of 200 Mohm.
The problem is not your voltage divider, but your measurement method. You need to use a higher impedance probe. Or you need to use a lower impedance divider. Or both. And/or to allow mathematically for your probe loading.
As you are using an oscilloscope for your voltage measurement, that suggests one technique of using a transfer capacitance. Charge a capacitor up on the tap you want to measure. Then apply the probe. The voltage will quickly fall (assuming reasonable capacitor values), but you'll capture the curve on your scope and be able to extrapolate back to the starting voltage, within the bandwidth / step response limits of your probe.
Another approach is to use a field mill, which is a voltage measurement instrument with an infinite input impedance. As your supply is variable, you'll be able to calibrate the field mill using the supply itself. First take a reading of the tap on the mill, then take a reading of the supply, and reduce the supply voltage until the field mill gives you the same reading.