Am I understanding your correctly? Are your shorts going to be like
like Shades in terms of general feel? (I'd assume that.) but
It's probably the most action adventure I've devised and could easily be transformed into a multiple short story action format
makes it sound a little as if you're breaking up the original novel into smaller pieces and now selling them separately. The former could be made to work. The latter really does sound like gaming the system, though I may be misunderstanding the quoted sentence.
Assuming that you intend the former, you're right to stay out of Vella, which a lot of readers are coming to regard as a rip-off (people pay more for the individual pieces than they would have for a book of comparable length.)
I'm not sure how well $0.99 shorts sell anymore, though novellas should do better than short stories.
If the novellas have logical chapter breaks, you could always use them as a way to try out Substack. There are lots of novellas there, but 25,000 words is going to be too big for one post. Something like 5,000 per post is probably better, so they'd end up as shorter episodes than you were originally thinking. But if there are good break points within, that should still work. (I've done posts over 6,000. Much more than that, though, and the email version gets truncated, so people have to click to read the rest.)
That gives you three pathways after that, depending on whether or not Substack seems to have value for you.
If it has no value for you, delete the material from Substack and publish via KDP as originally intended.
If it has value, and you're willing to forego KU, then stick the novellas behind a paywall and publish to other outlets as you would normally. You can then repeat the same pattern with other material if you want.
If it has value, but you want to republish in KU, you're going to have to remove the material from Substack (presumably filling the gap with other material as time goes on. This can be tricky, but people do it, and if you're upfront with subscribers about the fact that the material isn't always going to be there, you should be all right.