First, Billy, it's "BennyF, not BennyR, in my deep and longlasting respect and honor of Mr. Franklin ...The cap bank I have in mind will store a lot of voltage, but each pair of wires will have caps physically arranged so that any two adjacent wires will have a similar voltage potential. This will ensure that there will be no short-circuit through empty air.
Sorry about the R instead of F. They are next to each other on keyboard and I am somewhat dyslexic so read what should be there -did not notice.
You are correct correct -there will be no short between metal surfaces at the same potential, even if it is a million volts. I was referring to (and think I said but am too lazy to check) an arc to ground, which need not be literally the ground but just near zero potential.
Lightning routinely arcs thru a kilometer of air, so near your capacitor, even if already traveling down a copper strap to it, it can still (and very likely will if the capacitor has too much inductance) leap back into the air - arc to ground instead of try to pump charge into your capacitor.
In some post many pages back I told of my first job (after paper boy) as an FCC certified first class commercial broadcast engineer working at Radio WCHS. That was then, may still be, the most power radio class in the US had except for the "clear channel" stations.
WCHS has three tall towers, with phase of currents in them controlled to put "notches" in the radiated field in the directions of the two other distant stations also on that same frequency. Thus, every strong electrical storm had a good chance of hitting us with at least one bolt of lightning.
What I told before is the job is boring so I normally would watch the towers during storms. - On many occasions I saw lightning jump the ceramic compression insulators that divided the guy wires up into segments short compared to our wavelength. - Usually the lighting arc was not much longer than the insulator as the current immediately returned to the guy wire but on occasion it did not return for many meters. I.e. instead of traveling down a steel wire as big as your little finger, it just stayed in the air as an arc less less than 6 inches from the wire.
I don't know (or yet understand for sure) why, but usually when it did this, the air arc would make two or more turns around the wire. I tried hard to determine if it was clock or counter clockwise rotation*, but my depth perception was not adequate. All I could be sure of was the nearly continuous curving image of the flash "burned" into my retina had small breaks in it when the arc was behind the wire.
Every since watching the lightning CHOOSE to travel down thru air instead on a heavy wire only inches away, I have had a great deal of respect for lightning's ability to chose it's path to ground. There is little reason to think much current will flow into your capacitors, even if they are expensive low inductance units. Most of the current will just by-pass them and air arc to ground.
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*That, combined with knowledge of the local magnetic field of the Earth -Its component perpendicular to the wire, could have let me rule out (or believe in) the
(qV) X B force as why the arc was curling around the wire. I know this is way beyond you, but others may be interested.