I wonder what that sparkler-like thing was?
Something made of ferrite would be my guess.
My own view is somewhat different, Jon. Why not use only cheap test kit, but keep well away from 8 kV (
anything kV, in fact)! And ... if you think you are "safe" as long as you're using Big Brand multimeters, then you've literally got a shock coming to you, my friend! Electricity in all its forms needs to be respected!