Shrapnel from one exploding is probably more likely a hazard...the old Gates 5,000 watt transmitter at the radio station down the road for several years had very thick glass with wire reinforcement in case of that. Now they have a nice little modern one that could fit in a coat closet.
PS My late uncle once shorted himself on a dummy load, he lived but yeah, felt like a dummy about it.
Dang, I searched thru the forums for pics of my buddy Dale's old transmitter monster tubes from the KGUN 9 tower station he monitored, totally enclosed in alloy heat sink fins, weighed about 30 lbs each, the pics might still be on TapeHeads forums.
Anyhoo, cool stuff ya got there. I found this old thread from deep in Phoenix's bowels , great times...Larrt, Lee and the stuwster going at it in classic style, brought a tear to my eye ... What? Huh? Hmmm
It may be a Klystron tube you're looking for. That's often used for very high power transmitters.
BTW It's not the voltage, but the current that kills you. If you scrape your feet on a carpet, the static discharge can be several thousand volts. Air breaks down at about 20kv per inch. A car ignition will jump an inch or two to hit you. That can be 40kv with enough current to hurt you a bit. HV power supplies will jump out and touch you too. Been hit by 20 and 40 kv supplies several times. Worst was a 100+ kv burn in fixture for new caps. They sat in liquid flourinert that prevents arching, unless one gets uncovered. It jumped a foot or more to hit me...ouch that hurt. Thankfully the very low current made it relatively safe.