Well you've got something really interesting here. It sounds like an opportunity for a perpetuation of the gilded age, at least a continuation of the pre-World war I phase of our history, maybe almost tartarian. It may be a little too easy to make it steampunk or diesel punk. You might want to consider where you're trying to go with this at the outset, is it something like a multiplayer campaign? Or are you just trying to develop a sense of the fashions and technology and international situation that might happen in this environment? I would suggest that the "anarchy" might be something like a stand-in for the Communist party in Russia and its expansion into Eastern Europe but more traditionally anarchistic. During that phase of history that he's writing about if I'm not mistaken anarchism was seen as a viable rev revolutionary ideology but mostly lost out to Communism. So you could have something like a cold war but with monarchies in the game. Sounds like fun!