To create the high voltage "zaps", we need to use high voltage flyback transformers (low power one). This has a thick wire on one side with just a few loops and very thin wire on the secondary with a lot of loops. That will give us a huge ratio so we can increase the voltage a lot. You can buy these flyback transformers as a kit for just a few dollars and they already give you a PCB and some basic components in order to create high frequency oscillation. You could also find this kind of transformers, in any LCD monitor or TV, because they use high voltage for the backlight. And for the circuit, if you want to make it yourself, is just a small oscillator made between the flyback coli, a BJT transistor, a diode and a resistor, nothing fancy. You have that schematic below.

I will supply each transformer using a transistor, in that way I can select which one to activate and for how long. Obviously, I will control the transistors with an Arduino. We also need a DF player and a speaker, a micro SD, an on and off switch, a push button, some addressable LED so we can use RGB colors, a 3.7V battery and a USB charging module. We also need a boost converter and a buck converter and you will see why in a moment.