Mine does indeed have the 5kv option (aerospace surplus is wonderful...).
Given that I have the same reading on both these meters, I think it is safe to assume the cathode voltage is undesirably low. But I will borrow a proper probe later this week from a friend and make sure.
What do you think the output impedance is of that circuit, and how much current can it handle?
Also, should those neon bulbs be lighting up in the high voltage section? They are not right now, thought I'd ask.