This is absolutely something you could do, in the sense that no one in electrical engineering will raise an eyebrow if you call your DC-DC conversion with an "AC" step in the middle a DC-DC converter. There's fundamentally going to be alternating currents in any DC-DC design, but typically at the inputs and outputs it looks like an average DC current with a small amount of AC ripple.

The kind of DC-DC converters that work well for megabattery to 10kVDC conversion will look very different from the kind of DC-DC converters that step up your 3.3V rail to 5V for some low-power peripheral, and may actually have individual components that completely reverse current direction for more efficient current transfer. You pretty much need a transformer to handle the high power transfer and voltage ratio mismatch. Depending on the pack voltage you might use multiple stages cascaded, but typical 400V-800V packs can step up to 10kV in a reasonable number of turns (12-25). The battery pack side probably has IGBTs or SiC FETs driving some kind of large bridge switcher (or several parallel bridges); the 10kV side probably has some big chonker diodes in a rectifier bridge, though they conceptually could be replaced with synchronous switches if you could find thyristors with fast enough switching speed and better efficiency (usually it's not worth it). Technically this topology runs the transformer primary current in both directions (hence the rectifier at the output) so I guess this is the "AC" stage in the middle... But it's worth pointing out that the AC portion is incidental to operation, unlike something like a Tesla power wall using an AC inverter to feed power into the AC grid, and a grid-connected charger converting that back to DC.