Not really familiar with Steam, but in a non-Steam install I would expect to find Vanilla assets in a folder named "sid meyers civilization IV", not one named "sid meyers civilization IV warlords".
In fact, if I am remembering paths correctly, there is no "sid meyers civilization IV warlords" folder in a normal install ... there are "Warlords" and "Beyond the Sword" subfolders of the "sid meyers civilization IV" folder.
Of course, Steam may do things differently ...
For the CvGameCoreDLL.dll file ... is that the one that if someone does not have a particular patch for BOTM installed, they need to install one or two dll files into Vanilla (and Warlords?) to run the GOTM (and WOTM)? That issue arose so long ago I forget the details, but it sounds familiar. Maybe Steam install is not cross-talking these items properly between the game versions?
dV