Thank you all for your valuable comments. So my understanding from this is, when we have to use inductor for high voltage the only concern is the isolation resistance of copper wire coating and isolation between the two pins of the inductor.
I think even though the inductor experience high voltage as a whole, between the each turns there won't be much of a potential difference ( if there is too much number of turns ), correct me if I am wrong.
If possible can you please suggest some high voltage rated ( 400V, 900V ) inductor series?