Yes, any high-voltage shock will hurt, with intensity varying depending on the appendage involved.
Voltage is definitely a factor. The body has finite resistance that can be measured with any ohmmeter.
It varies quite a bit depending on perspiration and other factors, but 50,000 ohms is a good estimate.
Direct current of as little as 2 milliamps through the heart muscle will cause arrhythmia, which is fatal.
Applying 10,000 volts across a 50,000-ohm load will cause a current of 200 milliamps to flow.
The big unknown is the exact path that current will follow through the body, and in particular through the heart.
Studies have shown that current induced by voltages as low as 42 volts can be fatal.
As to the voltage rating on the capacitors...
The voltage rating is always higher than the actual voltage during operation, as a safety measure.
Good engineering practice requires a factor of 2 for most applications, i.e. a 400-volt rating for 200 volts applied.
- Leigh