GP02-40-E3/54 has a reverse voltage of 4kV, but forward current is 0.25 A only. Will it work for this purpose?You're better putting one across the fet and one across the transformer, use Ultrafast diodes like Vishay or other manufacturers, search for 5000V reverse voltage..you may have to put two in series..
http://www.futureelectronics.com/en/Search.aspx?dsNav=Ny:True,Ro:0,Nea:True,N:666-4294918011
Mouser only do 1200V...
http://www.mouser.co.uk/ProductDetail/Littelfuse/DUR75120W/?qs=/ha2pyFaduiurbxH0/352xx0BCcNOaYZum6dsFLUPsoX1R22ZiEs0g==