For high voltage active filter design to be possible, one must be capable of building high voltage differential operational amplifiers. I do not know of any differential operational amplifiers that exist in the kilovolt region. Good Luck

Few manufacturers now build kV range amplifiers with frequency response kHz. However, these amplifiers are not usual type the way we know the normal operational amplifiers. These amplifiers are often meant for switching high voltage power supply polarity at rapid rate and allow high voltage power supply levels fully variable. You can call them SPDT MOSFET Switches but they are often named as high voltage amplifiers by manufacturers.

Some high voltage amplifiers designs are coupled two high voltage power supplies of different polarity through voltage divider.http://www.ultravolt.com/tnhva1.htm

Here I am talking about high frequency noise reduction and not DC voltage regulation. Hence, low voltage amplifiers can be used with high voltage capacitors to extract high voltage noise and then neutralize the noise by proper design. For noise reduction amplifier isolated power supplies and HV output as reference can be used. It is not impossible.