Sorry this is a tad late.
Amazon self publishing isn't a bad way to go. I'm working at it myself and I know of a lot of writers who have done great from it. Plus having a few self published titles under your belt that have done ok and made some decent sales will help you if you want to go to a publishing house later, as it will show them that they're not taking a risk on you.
Otherwise it might be worth going for small publishing houses, some of them actually specialise in only sci-fi and fantasy, (some may even specialise in flash fiction, shorts and poetry if you look hard enough) they seem to be the ones to take on steampunk stuff. I'm afraid I can't recommend any specific houses, as it has been a long time since I was looking around at them myself (plus I was looking local to me), but many are just a Google search away from what I remember. You could always take a look at authors who have created similar works and find out who they are published with, then contact that publisher. Unfortunately due to the size of your story, I would think that such publishers would only put it out as an ebook anyway, but due to lack of experience I couldn't tell you for definate.
Also have you thought about putting together an anthology, either of your own work or teaming up with other writers? An anthology would probably be easier to publish and sell than a single short, as it has some bulk to it and you'd have a better chance of getting it published in print. People seem a bit hesitant to buy short stories on their own from what I've seen...I might be wrong though, just observing.
I'm not saying the big ones don't occasionally take a steampunk book on (I mean Cassandra Clare does all right for herself) but those ones tend to be by already well established authors and are usually novels, not shorts.
Sorry I can't be of any more help, most of my experiences are in novels so I an only really give you the information I have that might be transferrable.
Anyway all the best with your literary endeavours! I hope it goes well for you
