We are going to do some cross-section diagrams that will help. The capacitors are charged positive, so they actually connect to the anode, the central electrode, while the cathode rods are at ground. When the switchs fire, electrons flow from the ground through the cathode plate and then through the plasma near the insulator to get to the anode, and through that to the capacitors. Current, which is conventionally defined as always flowing from plus to minus, flows in the opposite direction to the electrons (just to confuse you–when current was defined, they did not know about electrons.) The current sheath moves outwards away from the insulator and arrives at the cathode rods some 100s of ns into the shot. Then events continue as in the animation.