Silvery anti-static bags are (should be) conductive, so they act as a Faraday's cage against ESD coming from outside the bag, i.e. they protect from the ESD events coming from outside the bag. If the electronics in the bag rubs against something inside the bag that can build-up static charges, the bag won't protect it.
Therefore you should ensure that whatever is inside the bag, especially if it could move and rub against the electronics, doesn't build up charges. For example, the foam you use, if it is in contact with the electronics inside the silvery bag, should either be somewhat conductive or static-dissipative, i.e. a material that doesn't allow charge to build up (that pink plastic that is sometimes used to wrap electronic circuitry and components is usually a static-dissipative material).
Dave Jones (Author of EEVblog) has made a couple of videos about anti-static stuff that you may find relevant: EEVblog #3, EEVblog #247 and EEVblog #250.
Regarding your 3rd point, probably you cannot do anything to protect your circuit. The circuit must self-protect itself, i.e. it should have enough protection circuitry built-in. This is because customs officers could do pretty anything to the thing they are inspecting, short of breaking them mechanically (they even could do that in some countries, if they suspect the thing may contain dangerous or illegal materials).
If you are unlucky enough, officers will reach for the circuit board and will examine it thoroughly holding it in their hands and handling it brashly (if they don't think it's dangerous, they won't lose time with careful handling). In a dry day and with the right combination of statics-generating surfaces your circuit could be well zapped to death, without suitable ESD protection built-in.
EDIT (prompted by a comment)
Just a simple example: you mention wires coming out of the enclosure. If those wires are directly connected to inputs or outputs of chips/components that are ESD-sensitive, those connection must be protected by adding ESD-protection circuitry on the board. A simple protection measure is to put backwards connected diodes from the pin to be protected to the power rails, maybe adding a current-limiting resistor in series. Something like this:
There are more advanced strategies as well. There are even dedicated ICs whose only purpose is to protect the I/O pins of other chips/boards. You may be interested in these documents:
Yes, and it is common practice in the PC industry to 'ground' yourself on the PC chassis (make sure it is the chassis). This negates any charge (and voltage) between you and the device. This will offer better protection than say, grabbing a RAM module and having the discharge path between you and the device go through the pins of the RAM module (and potentially knock out some transistors along the way).
However, grounding oneself on the chassis will not prevent other sources of ESD that include:
1) Fields from clothing or other materials that generate static (and hold a static charge, wood, clothing, paper, most plastics).
2) Will not equalize the potential between the PC and ground or you and ground.
So the best way would be to wear a wrist strap connected to ground, and place the device on an ESD mat that is grounded thus keeping all objects at a 0V potential. And also keeping the potential between objects at 0V (0V-0V = 0V) (and if your really cool you get an esd lab coat that shields your clothes)
A better way is ground oneself on the chassis (and keep contact through the duration of the repair) OR ground a wrist strap to the chassis (contact all the time)
And the worst way is to not ground yourself at all and have the grounding path go directly to a component on the PCB (via screwdriver) or through a component you are installing.
In ESD controlled environments there is much more to it then simply grounding yourself on the Chassis, but this is not possible for most people who just want to install a module.
Best Answer
I haven't tested it buy my gut feeling is the breakdown of hotglue will be below 5kV
Some high voltage electric tapes are rated up to ~70kV, make sure there is a continuous wrap that is clean as any residue on the tape could conduct. Any residue on the outside of the wire could also conduct.
The best way would be to get some high voltage wire that has a breakdown above that of the voltage you are experimenting with.