benf: Macor is an interesting material but it is more prone to shattering than alumina. I’ve used it in other plasma facing applications and it doesn’t do as well alumina or alumina silicate.
pulser: A coating is probably not enough to protect against the plasma and UV. The shock from the breakdown can shatter the coating leaving the underlying material polymer exposed. NASA has looked into this problem for spacecraft that use Kapton as a protective coating. Cracking the tough outer coating leads to failure of the polymer underneath. Coating would likely enhance the lifetime of a Kapton insulator but I would guess the lifetime increase would be some fraction of the Kapton only lifetime instead of a factor of 10 or 100.
The insulator is generally one piece (machine or fired) to prevent any potential arcing at the joint. Sapphire would be ideal but it is difficult to make in a hat design. People make sapphire cylinders large enough in diameter and long enough but they cost ~$10K per unit (Saint Gobain) and they need to be made into a hat. Machining adds a great deal of stress to ceramics if not done properly. Few people have done it properly for me, but I might not be working with the right folks.
The insulator-metal-insulator solution is used a great deal for high voltage but the problem is mechanical. 🙁