Howdy!
Keeping it real, tearing down an old car, parts into a new one.  Dirt and grease under the nails...bliss.
Turns out that most stun-guns are pulsed AC!  There are output caps, but they just help with the 'snap' at the output.

So I will be going with the old classic: multi-stage voltage multiplier, with a step-up transformer as the input stage.

Thoughts on triggering the CalderaTrode: drill small hole in one of the two 'shrouds', solder in a bit of RG-skinny coaxial cable, with the dielectric protruding into the shroud.  The center conductor might be formed into a 'halo' between the upper and lower electrodes.  A small Marx generator would fire a pulse into the coax, ionizing the space between the electrodes.  Bang!