Dear Duchess of Sharkington,
I'm currently querying a thriller, but I'm also working on a collection of dystopian sci-fi short stories. I can't imagine one agent being interested in both, so if I nab an agent with the thriller, how will she feel about me self-publishing the short stories? Is that taboo?
I'm not sure why you are assuming an agent who likes thrillers will not be an agent who likes dystopian sci-fi short stories.
In fact, on my list you'll find:
and you'll also find
I don't think that kind of diversity is the exception these days.
When an agent is interested in your work, you'll mention the other project. Some agents are quite ok with their clients self-pubbing things, others not so much. You'll want to work with one who is. But never assume that your work can't be sold either.
When I sign a client, I sign them for all their work. Sometimes that means calling in a co-agent. Sometimes it means getting help from friends. Sometimes it means things don't work out and the client needs a new agent. All of these things have happened. Cross the bridge when you get there.