TL;DR: Your options may include using hot air, but with a far larger volume; Neon if you can hand wave how it was sourced; or a soft protective structure around the gas bags - details in the last paragraph.
Well, the key problem with the period zeppelins and squadrons of anything was the hot tracer rounds igniting the hydrogen Hindenburg style.
The obvious answer is to use World War One style airships (Balloons) that used hot air as their buoyancy device - Often Sopwith Camels and other World War one fighters would strafe them to no avail - There's even war story where a pilot (I've forgotten who) had to accidentally graze the balloon canvas with his propeller to destroy it. The drawback of this is that you have to have a far larger volume of hot air to get the same lifting capacity as a given body of hydrogen. Hot air at 120 degrees C, standard atmospheric pressure, has a specific density .89Kg/m3 - compared to dry cool air at 1.20 Kg/m^3. Compare this to hydrogen at 0.09 Kg/m^3 to understand how much lift would be losing.
One way around this is to use a physical bigger gas bag (about 14x times bigger - but as you get too big, the extra weight from the bag begins to exceed the gains from the extra volume - as surface area (IE mass) proportional to something like the cube root of the volume. Lookup the formulas for the area and volume of a sphere, and try some calculations for a proof.
Alternatively, you could pressure the hot air, to fit it into a smaller volume. Unfortunately, the equipment to pressurize it and keep it pressurized would likely be prohibitively heavy, but that's not my area of expertise, so I can't say too much.
Another option is to use a a non-combustible lifting gas. A quick look at Wikipedia confirms Neon as a lighter than air gas, that as a Nobel gas shouldn't light easily. The downside (again, directly from Wikipeida) is that it's rare in the earth's atmosphere, and I'm not sure the technology existed in the period to harvest it in any meaningfully quantities. Depending how desperate they are, you may be able to use some artistic license here to give them the technology.
Finally, you could use conventional hydrogen but find a way to protect the gas. The problem is that armor plates are out of the question as too heavy. I don't have any ideas immediately at hand for this, but you may want to look into surrounding the hydrogen gas cells with a cell of an innert refrigerated gas to cool the bullet before it contacts the gas, (I'm not sure that will work), or some kind of light honeycomb structure (Of what, I have no idea) that could decelerate the bullet to prevent contact with the hydrogen.
Happy artistic license!