There are also flammable whiskey bottles that light enemies on fire. As for other explosives I don't think we have much info on that.
To be honest, and I've said this many times before, people want variety because they think it offers depth and that's wrong. Apart from a mine, a grenade and a flammable whiskey bottle bomb what else could you add in order to offer more gameplay variety? Not much to be fairly honest. People were also asking if the pistol and the crossbow are the only ranged weapons (yes they are for those who are wondering). Why would you want more? Crossbow is silent, great for precise players and offers gameplay variety with it's different ammunition options and the gun is loud, more inaccurate but does a lot more damage.
I don't think there are a lot more explosive device choices but like I already pointed out I don't believe we need more. A game can offer a great deal of depth with a few things if executed perfectly and balanced properly. Let's hope Dishonored is one of those games.