Yes, you can use a resistive divider. But I wonder, if you should better test the transformer using the intended application
circuit, including the nominal load. The results may be quite different to an open circuit measurement.
The transformer specifications seems incomplete, From the small signal parameters, leak inductance and windings
capacitance, particularly of the secondary are important.
P.S.: I just noticed the 500 - 1000 ohms load specification. Did you realize, that 4 kV (RMS) at 500 ohm means 8A and 32 kW?