We construct a family of non-collapsed, non-Kähler, non-Einstein steady Ricci solitons in even dimensions greater or equal to four. These solitons exist on complex line bundles over Kähler-Einstein manifolds of positive scalar curvature. They include a four-dimensional $U(2)$-invariant, non-collapsed Riemannian steady soliton on each of the line bundles $O(k)$, $k>2$ of CP¹. Finally, we find Taub-Nut like Ricci solitons and demonstrate a new proof for the existence of the Bryant soliton.
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Alexander Appleton (2017) studied this question.
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