Galvanic Isolation

You need galvanic isolation.

Texas Instruments has a great series of videos on the subject of galvanic isolation which discusses inductive, capacitive and optical isolation techniques.

You also need to consider what happens if R₁ – the component under test which has a good chance of failing – fails short-circuit:

$$ I = frac{V}{R_2} = frac{5000}{10000} = 0.5 text{ A} tag{1} $$

$$ P = I^2R_2 = 0.5^2 cdot 10000 = 2500 text{ W} tag{2} $$

You could put a fuse or circuit breaker just after R₁ to isolate the rest of the circuit when R₁ fails short-circuit.

It would look something like this where the isolated 5 V supply could come from a 7805 voltage regulator supplied by a 9 V battery. The purpose of R₃ is to equalise the potential difference between the two grounds to the left of the galvanic isolation barrier, while limiting current flow, so that the common mode input to IA doesn't drift out of tolerance. In your circuit, the equivalent R₃ is 0 Ω because you are using a common ground:

Use an optoisolator. Place the LED end in series with the HV current flow.

Place a 100,000 ohm resistor in series with the output of the optoisolator. Tie the top end of the resistor to +5v.

If the voltage at junction of opto and 100,000 ohm should change, you know the HV current changes. And perhaps you have a linear indicator of direction and how much changed.

You might want to slap a 1N4148 (or, better, two in series) across the 10K. That way if something were to spark or arc over it won't damage the instrumentation amplifier. A few K in series with the inputs wouldn't hurt.

There's not a lot of reason for the instrumentation amplifier, though the buffer helps because the input resistance of the ADC is not all that high (would load the input about 1.5%).

If you provide an isolated power supply you can add an I2C isolator and isolate the ADC from whatever is talking to it. You may have trouble finding parts (DC-DC and isolator) that are inexpensive and rated for 5kV continuous, so it depends on what the voltage across the isolation barrier will be.