What sort of environmental concerns will you run into? If you have a few steam leaks, no one cares as it is just water vapor. If you have a mercury vapor leak, someone is going to care. Your level of maintenance and required quality of maintenance goes up considerably.
Also, what changes do you think you will see in the metallurgy of your basic piping and casing materials if your operating temperature gets up that high. You might be talking about pretty exotic alloys all through the system, not just in the turbine blades. The steam methane reformer I work with uses manurite catalyst tubes in the fire box that operate up to 1760 F. That stuff is expensive.
Also, the corrosion and erosion mechanisms and rates may be completely different with exotic metal fluids.