I mean, what constitutes as fantasy? I have a long running lewd story here that’s grounded in reality, but the situation is very fantastical. I know it’s not a short, but it’s divided into many chapters. I have a few one shots, but they’re not really lewd.
As for actual lewd fantasy, I think we have a user who has written a very long lewd fantasy story (once again, not a one shot) with cat girls and other mystical things that unfortunately isn’t on site. Maybe you can ask them for a copy? Their name is FYakuza.
That’s about all the help I can give. Hopefully others will chime in.