The bandwidth of instrument transformers depend a bit on design, but in general the following applies:
For CTs, you should get pretty linear response up to about 2 kHz or so.
For VTs, they can vary substantially by voltage class and design, but they generally will only be linear up to between 500 Hz and 1 kHz.
If you want to measure harmonics only, then for the voltage, you could try a resistive divider (I believe S&C makes one at 25 kV). If you need voltage for metering or relaying as well, then you probably need to use a VT for metering and relaying and a resistive divider for harmonic measurments. If you have a high-end meter (like from PML), then it should have seperate inputs for power and harmonics.
Your best bet is to ask the manufacture for the harmonic performance, because as I mentioned, there is great variation between designs and voltages classes.