To find the KVA of the stepdown transformer, multiply the kva of the 5kv transformer by 9 and add the KVA used by the relays. Use one transformer.
Each 5kv transformer primary should be fused. Use a fuse rated for the continous primary current of the 5kv transformer. This will protect the transformer. If it is necessary to protect the load, more information is required.
Use one fuse for the three relays. Fuse the relays for 3 or 4 times the current the relays actually draw.
The preceding is based on the assumption that the 5kv transformers are small since they have a 110 volt primary. Thus it will cost less to oversize the stepdown transformer rather than having an optimum design.
Also if it is likely that the 5kv load will have frequent short circuits, use circuit breakers rather than fuses.
5kv IS DEADLY. HAVE A QUALIFIED PERSON REVIEW YOUR DESIGN.