I have been successful at modeling and then constructing transmitter
matching circuits at low power with common sizes of capacitors. Now I
want to move up to the 1 KW power level. Inductors are easy enough to
homebrew but capacitors are both expensive and scarce. Anyone have
ideas or maybe experience in this area?

DigiKey has a good selection of High Voltage units (3 KV Plus) at
modest cost but considering their size and the losses expected in the
capacitors I don't think they can dissipate the heat...

John Ferrell W8CCW