PCB relays for switching 700-1000V analog signal
Do a parametric search at a distributor. The Omron G7L-2A-X-L DC12 wired with contacts in series appears to meet your requirements if you can limit the current. It's relatively economical (less than $100). You would, however, require four of them. 

A high voltage and a capacitor with mechanical contacts closing are essentially a CD welder and will cause the contacts to stick if you don't limit the current, preferably with a non-inductive resistor rated for the full voltage and for the power impulse it will experience.  



You could also try to make an H-bridge with PV optoisolators and 4x high-voltage MOSFETs. You would have to avoid excessive shoot-through current or your MOSFETs will be damaged (as in potentially blown to small bits). 



A third possibility would be to use a well-designed relay that meets high coil-contact breakdown voltage specs (eg. for AC compressor use such as G7J Omron) and characterize it yourself. There is no guarantee this would be reliable or safe but I suspect it would work. A caution- there is no guarantee that high AC voltage (eg. 4kV) surge ratings translate reliably into continuous DC voltage specifications. That particular one is rated for 10kV peak coil-contact surge and 4kV/2kVAC for 1 minute. All safety concerns need to be fully addressed by the designer (that's you).