High side, high voltage, micro ampere current sensing
The common mode range of the MAX4172 is measured with respect to its supply. As you see, it is powered by a floating 9v battery, which provides rails of Vin and Vin-9v. 

If you duplicate the circuit you have presented, then it will have a rail of 2kV, and a ground of 1993V. This puts the 2kV input's common mode of 9v squarely in the 2V to 32V range required.

If you don't want to use a 9v battery, then you will need to provide a similar high-side supply arrangement possibly from your input voltage, or some other isolated converter. There are other ways, depending on the duty cycle of your supply.