How do select capacitor for 400A surge currents?
Cap surge is defined by the impulse or step response as V/ESR. Caps with the lowest ESR tend to be able to handle more RMS ripple current and X and Y rated poly caps with self-healing properties are the best at this but do react with high surge currents.

TVS's are designed to withstand a certain Joule or watt-second rating as well as MOV's but these degrade after each event.

Without knowing your SPECS on interface surge standards or ESD test, that you wish to meet for protection, e.g. rise/tail time and voltage,  we cannot make any explicit recommendations.

However, in general, the best approach is to use a line filter or LCL filter or use ferrite beads to raise the impedance where your surge current spectrum BW exists up to 10 MHz.