Hi,
Can I suggest you forget about making an EHT probe and buy one, it will be properly insulated, use the appropriate resistors and will be calibrated.
If you google EHT Probe you will find DIY and proper probes.
If you want to make an output meter for your power supply, then using HV resistors in a series array will work, BUT make sure your insulation and physical protection is adequate.
How do you know at the moment that your powersupply puts out 20kV?
Tom... 