It seems you are right about exhausting to the main condensers, and that makes sense to a certain extent - Steering gear
- has a lot of information on the steering engines. On ships with electro-hydraulic gear, 30 one way to passing 30 the other is usually achieved in around 25s on one engine, 18s on two if I remember correctly. Titanic's steering engines had to be jacked into place to engage the wheels - not sure if you could use both at once as you can and do on a modern ship.
It seems however that you couldn't test the steering engines unless your main condenser was fired up, which of course it would be if the ship was ready to sail. There could have been a line back to either the surface feed heater or the auxiliary condenser for port use. Tom Bates sent me some schematics, but they are on another computer; they may show the steam from the steering gear.