Voltage multiplier doesn't work
Using non-passivated non-transformer oil &lt; 1GOhm  will produce too much leakage. The capacitance will also resonate in the circuit with high reactive currents.
The surfaces of each part and the oil must be void of contaminants like fingerprints and moisture absorption into the oil.
Also the solder joints are too sharp thus increasing the e-field gradient and reducing the dielectric breakdown voltage.  This needs to be smooth. That's why they have round-insulated cicular conductors around UHV to reduce the gradient e-field and make it more linear.
You just need to use higher wattage, parallel diodes
Nice try though.