I feel like I might have made a mistake on a giveaway

If you didn't activate the keys you can still give them away, yes.

If Humble has given you the key, and you have not activated it, then you can just provide that key to your winner.

Its fine, "Redeem on Steam" simply means you're revealing the key, it doesn't mean it you be attached to your account. You can use that key to either activate on Steam or make a giveaway.

But if you want to avoid confusion you can create a gift link, its easier to keep track in the future on what you activated for yourself and what you gave away.

Oh good thanks.

If I had clicked "Gift to a friend" would it still have given me a key or would it have given me a giftable version of the game on Steam?

I don't think so because concerning Humble you can giveaway those games with Humble links or with Humble keys. :O