The Gypsy. An Airship traveling around Europe with five belly dancers onboard, that also happened to spy for Queen Victoria. They are Lady C, Lilly, Gertie, Penny, and Sera.The Gypsy. An Airship traveling around Europe with five belly dancers onboard, that also happened to spy for Queen Victoria. They are Lady C, Lilly, Gertie, Penny, and Sera. This is the fourth book in the Shimmy and Steam series. While the crew of The Gypsy searches for the golden city, Penny misses her best friend, Lilly. Ever since their kiss, lilly has avoided Penny. Can Penny find a way to show Lilly they belong together, be for it's too late?