Incredible Adventures (1914)
I have the Stark House edition of that. Not one I would recommend to collectors of fine books. (I also have the Stark House omnibus
Julius LeVallon/The Bright Messenger) Bad cover art, poor copy editing, no table of contents, and I am not thrilled with the book design. Before I bought it I had read all but one story in it -- but that one story
The Regeneration of Lord Ernie which I have never seen elsewhere and until that point didn't even know it existed, made it worth having, in my opinion.
As for the length of his stories, for what it is worth, SFWA considers that a short story is less than 7,500 words, novelette less than 17,500 words, novella less than 40,000. All these are regarded as short fiction. This is what I was using as my definition. I know that some others consider that a novella has to be more than 20,000 words.
I don't have exact word counts for
The Regeneration of Lord Ernie,
Sand,
A Descent Into Egypt,
The Man Whom the Trees Loved,
The Damned,
The Willows but I would be very surprised indeed if each of these were not quite a bit more than 17,500 words -- they are definitely more than 7,500.
He did write some excellent novelettes, too.
(Wikipedia, by the way, lumps in everything shorter than novel length in with his short stories.)