you can use any device that has implemented FFT functionality, eg. oscilloscope or transient recorder. For low voltage networks, it will be necessary for some cases to use a voltage divider to connect to the low voltage network.
Thank you for your answer. The reason behind my question was that, currently (in my best knowledge), there are no power quality standards, which address >2kHz harmonics. Since all the manufactured devices adhere to one or the other specified standard, therefore, I was wondering if there is any device, which offers measurement and analysis of harmonics of very high frequency. Guided and limited by the available PQ standards, most of the PQ analyzers, are only capable of analyzing around 50th harmonic. There are some devices on keysight technologies as told by Lecrux, which might measure a bit around and above 2kHz. After some research, I almost feel sure that, there are no exclusive PQ analyzers dedicated to that range. But I agree that, in offline signal analysis, FFT will definitely help.