High Voltage Transformer - effect of increasing frequency
The core is probably made from silicon steel laminates. These are about 1mm thick and insulated from each other. Their surfaces are electrically insulated to prevent the whole of the core being a gigantic shorted turn. As frequency increases, those laminations need to get thinner proportional with frequency or each laminate will start to circulate unacceptably-high induced eddy currents.

This basically means that your transformer becomes useless above a few hundred hertz.