Good HV coils are all vacuum impregnated. Climco Coil, as one example, makes thousands or perhaps millions of them per year, mostly for small engines and magnetos. The spark ignitors in gas stoves are pi-wound ferrite-core fully-potted coils about the size of a large thimble. The 25KV ionizers in the made-in-China cheapo powdercoat guns are vacuum potted. They claim that they're 50KV. They lie!
It's done routinely in production coils. Just a matter of getting the molded bobbins. Production coil winding machines are almost completely automatic. Cost is a matter of pounds of copper and number of terminations, numbers of turns or bays are about irrelevant.
Yup, that works. Fish paper between secondary layers was used for decades, may still be in some older-tech coils.