So I was possible to get 500 V from 5 V supply using the boost converter topology. Be careful that many commercial chips have maximum duty cycle around 80 - 90% and thus would not work in this case. 500 V can be achieved either by using PWM of a microtroncoller / function generator, or instead operate it in the discontinuous mode.
I grabbed a off-the-shelf inductor with no voltage rating, and it worked fine. Most inductors seem not to come with this rating, and the actual functioning depends on how the wires are wound. If one is generating 500 V using an inductor with 100 turns, then the voltage between each turn is about 5 V and poses no problem, unless the wire is wound on top of each other and the last turn is on top of or near the first turn. In this case, the voltage will be close to the full high voltage.