Hmmm, well honestly unless you've got some big money producers lined up you'd probably do better to do it as a PnP RPG and then you might at least make a tiny profit even if you self-print for internet sales, if worse comes to worse you could put it up as a free DL and others will at least see your work. MMOs take tens of millions of dollars to make, and even more astronomical amounts of money if you want to actually try and compete with something like World Of Warcraft.
At any rate for my part, going by the style I'd say your missing a few obvious possibilities.
#1: Moon Men, back around that era there was some dude claiming he could see these lavish civilizations on the moon. He was lying, but in a fantasy setting he might have been correct. With steampunk technology they might have been able to reach the moon, make contact, and established trade. You don't need to go the Space 1889 route, I'd personally use something like ginormous Vernian cannons, which would explain the whole "Teleportation" aspect of switching locations between earth and the moon.
The cannon idea worked fairly well when they did it in "Ultima: Martian Dreams", which brings us to.
#2: Martians, if your going to visit the moon, why not Mars which is again vintage. You could either go with alien looking humanoids (aka Space 1889) or perhaps a more "John Carter" approach with more human looking Martians. Depends on your art budget, how you want to do it, and how advanced you want them to be.
#3: Atlanteans/Lemurians, vintage deep-sea exploration (ie 20,000 leagues under the sea) would have probably been quite progressed in a steampunk setting, and of course it's quite possible that contact would have been made with aquatic lifeforms. These could either be humans with gills, or "creature from the black lagoon" fishmen.
If you want to take a Lovecraftian approach in your bad guys, you could subtly insert the concepts of Ry'leth being beneath the ocean and the "Deep ones" more human ones perhaps being friendly, but more monsterous ones serving their aquatic master.
#4: Of course when it comes to anthromorphs you have the whole "Island Of Doctor Moroe" thing. Rather than creating differant species for every animal, create a "beastman" so to speak and create a wide range of animal features that can be tossed onto the avatar. Allowing a one species creature, or one seemingly blending the traits of differant animals.
At any rate, going this root also allows you to expand the kinds of technologies/treasure availible. For example you could give the Moonmen more electrical (as opposed to mechanical) gear, with electro-rifles and such. You could give the martials "Radium" based weapons (which was ripped off in Martial Dreams) firing beams of radioactive energy, or perhaps even fire and freeze ways.
You could have advanced technology from more progressed civilizations on both Mars and The Moon via ruins to be explored, along with perhaps creepy lovecraftian ruins as well (explaining what happened to those old civilizations), and magic present both undersea and in ruins scattered throughout africa (via their lost civilizations, giving things a sort of Tarzan vibe, especially if you have a 'dungeon' based on a timelost tribe of isolationist xenophobes... a jungle adventure classic).
At any rate giving humans guns, and other races distinct weapons can increase the arsenal for people to collect substantially.
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The only warning I will give you about Steampunk is to intentionally be politically incorrect. A lot of attempts have utterly ruined themselves by being careful "not to offend anyone" in retero portrayals, while to an extent the root of the success of pulp stories was a degree of ignorance (ie anything could be in Africa since it's the "Dark Continent" hence the tribes of cannibals and such).
You really can't do Fu Manchu properly without "The Yellow Peril" being something of a theme. You really can't do Africa (Quatermane, Soloman Kane, or even Tarzan) with 'realistic' modern portrayals. I mean half the fun of that era of african adventure was the two fisted civilized hero rescueing people from Cannibal pots and such. Especially now noone is calling it realistic, but think about it sometime.
Then you've of course got the Egyptian/Arabic stuff with civilized British explorers looting tombs in the name of science, despite the savage arabs, ignorant and superstitious guides, and other things. A proper "pulp" portrayal of the region isn't going to fit with modern sensibilities. Remember this also being the era when people brought Mummies back as souveneirs and conversation pieces. Today "tomb raiding" is seen in an entirely differant light.
Of course then again it can also be argued that the Arabs/Egyptians had little issue with stuff like this when money was involved, and allegedly people even used dried mummies to fuel trains and such in the region.
Consider vintage heroes like Nayland Smith are not considered to be politically correct by today's standards, but well... they are quintessential of the genere. Get too far away from that and it ceases to be what you want.