The beautiful thing about both Steampunk and Classic Lolita is that they both tend to have more historical influences than other alternative fashions or genres. They both also tend to have a muted color scheme involving neutral tones - browns, metallics, dusty and soft shades - and thus one could easily combine certain elements from both styles to create a really uniquely decorated space.
Lighting is important for a steampunk space - bare light-bulbs, dim string lights, and lantern style candle holders are all good options. Popular motifs to include for throw pillows, wall hangings, etc are gears, airships, old planes, and over sized clocks. Try a large antique chest as a coffee table and place an oriental rug underneath. For a unique bed option, you could loft your existing bed and create a faux pulley system using fake gears. Antique birdcages or old rotary telephones would add a nice historical touch as well.
One word could sum up Victorian decor very well: ornate. When it comes to adding Victorian touches to your home, invest in luxurious looking curtains, framed mirrors, and old vanity sets. Floral wallpaper really screams Victorian decor to me, but if you can't just go and slap this stuff on your walls - you could try investing in a wall tapestry or hang a floral fabric on the walls. When it comes to furniture - think feet. Claw footed tubs and sofas/chairs with feet were really popular amongst the elite. For your bedroom, the bed will be the focal point of the room - so a curvy headboard or something that looks like wrought iron.
Combing the Two:
~ Use lantern style lighting in your luxurious floral bathroom.
~ Lamps with bare light bulbs paired up with your expensive looking historical furniture.
~Store your clothing in an old trunk in your Victorian bedroom, complete with steampunk wall decor.
~Mix and match to your heart's content and create a look uniquely yours!