Electronic – this unknown part

I'd say its a Capacitor with 2,2nF capacity and voltage up to 630 V. A usual multimeter has 10µA (or more) current flow, which will discharge this low capacity very very quickly - no chance for reading a voltage here.

As mentioned, these spacers are not sold separately (not as a standard part, anyway). However, you can buy headers just like the one you showed in your first picture with the spacers already added. I know Sullins sells some connectors like this with the option of adding these spacers within the order. It's part of the part number configuration. See the catalog page for the PPPC series (http://sullinscorp.com/catalogs/101_PAGE114-115_.100_FEMALE_HDR.pdf). In the fourth table on the first page you'll see the different options for spacers and tail length. I think this is probably what you're looking for. The top of page 2 shows how to configure the part number.