Great post
And my 2 cents.
#1. I can totally get behind your #1. I'd have each anthology stay in a single time and setting though. 1920 New England, 1930 Scotland, 1920 Caribbean, etc.
#2. Perfect. Though I would add a chapter on tweaks for using them in a more Pulpy game.
#3. Yes and Yes Again I agree with the thought of leaning toward pulp, since that is my personal favorite. But like #2, a good chapter on using them in Purist and Pulp.
I like your take on Gaslight. But I'd like to not get too narrowly focused on the British Empire. Other European Powers have great potential for stories as well as US possessions in the 20's & 30's. Not to mention the worlds Minor Powers of the era. I'd also not be adverse to seeing some material dip into the 40's.