I always loved Zeppelins too, but not an expert with them. I just love how graceful they look from a ground spectator (though, maybe not when they're dropping bombs on you lol).
Air-pirates would be awesome Robot! That'd be fun to see air pirates! It's not really Steampunk but have you ever seen Stardust? I love those air-pirates :)
You should totally do it!! <3 [Sorry, I'm a motivator, hehe, but in honesty, it's a great idea!] Maybe their ship can be a steam-powered sail flying ship that's got part zeppelin to it also? Would be an interesting mesh-up! I don't know, maybe your pirates steel parts of ship to build onto their own as needed and over time that's what the ship became hehe. Sorry, it's easy for my muse to fly off.
Ha, it does happen though. Actually, after a little brainstorming I realized I missed a major influence, one that colors my upcoming story; the ubiquitous Captain Harlock, and "My youth in Arcadia." Harlock, with his big flying ship, and his pirate gal, Emeraldas, in her Zeppelin-esque Queen. Ahh, that Anime!
Not familiar with Stardust... 8/
Like so many others, I love the romance of a classic airship. That said, I also love that image of the smoke-belching coal-powered flying boat that you included with your post. I am not at all certain that I would want to travel on it but as a steampunk transport it certainly makes a statement.