[londons_explore]

At very high voltages, I would expect the whole lot to be sealed in a polymer resin for life. 1 million volts through epoxy resin requires a spacing of just 1 inch (call it two inches for a safety margin). Then your whole converter station can be the size of a shed, and the whole project can fit within existing space on existing utility land.

[entropicgravity]

Voltage is just a potential, like gravity. Even at thousands of volts you would still need just 5 volts to operate equipment in the usual way. Communicating between large voltages can be done with fibre optic (i'm guessing) or wifi.

[scrlk]

How would you deal with the heat generated by the power electronics if everything is sealed in polymer resin?

[bmicraft]

Built in water cooling channels?

[londons_explore]

At these voltages, water is way too conductive.

You can use pumped oil though.