I bought 4 of those Harbor Freight meters for my inverter training classes. The sole intent was for using the diode scale to test Diodes, SCRs and IGBTs in the class room. I told people I didn't trust the meters for high voltage. One person took one out to the lab and put it on a 480v bus. When he changed the range switch from 200 to 700 VAC it exploded. No one got hurt. I threw them in the trash after I mangled them so no one else would try to use them.
This was my career - analyzing distribution systems for available fault duty, and evaluating equipment to verify it was rated for both withstand and interrupting capacity to break said fault current, should a mishap occur. Both the fault magnitude and clearing time can be used to estimate the expected incident energy (heat) that would be imposed on a worker (at nominal 18-inch working distance) should a fault be initiated. This incident heat energy can cause a serious burn, not to mention the blast that is created. Ongoing testing is still happening (ref. IEEE) to further quantify both the incident heat energy and the blast pressure. (The blast pressure energy occurs because vaporizing copper (solid-to-gas) will expand to roughly 67,000 times normal volume when heated by the fault current.... we're still not able to estimate blast pressure; too many variables.)
Just a bit of trivia,
John