A collection of episodic stories is not a novel, nor should you try to make it into one. **Publishing these as individual stories is definitely the right way to go.** The short story market can be easier to break into as an unknown, and it's a good way to build a fan base and a resume.  In addition, Fantasy and Science Fiction is one of the healthier short story markets --it's definitely easier to find places to publish genre stories than "literary" ones. 

While all print media is struggling in the modern era, F & SF magazines do still exist, and there's also a wide variety of online outlets of all kinds, even including some, as you mentioned, that operate on an "episodes" model. Establishing a name with short stories and then transitioning to novels is the most time-honored path to success for a fantasy or SF writer. **I wouldn't recommend worrying too much about ruining your future print chances by publishing online.** The only way you'll *ever* be anthologized is by building a fan base. Also, you're planning on keeping on writing, right? These won't be the last stories you ever write.

When you do write your novel, it's probably a better idea to **use these stories as back-story** or inspiration than to try to convert them directly. As you've learned, there are big structural differences between novels and stories, and transitioning from one to the other can often be clumsy and betray signs of filler, scaffolding, and other unappealing tricks. Or, when it does work, it's usually because the writer has utterly reimagined the shorter work, making it something completely new.