I don't think you will get estimates for cost as you have asked " how long is a rope?".

Since you are talking about putting in a fireplace where no exterior wall exists your choices have really been narrowed down. In order to combust anything you need it to vent to the exterior unless using a ventless gas unit.

You don't want to burn wood, which with such a small space would cook you to well done. A ventless gas unit is out because you are afraid of gas and I would never recommend one due to carbon monoxide especially in such a small room so that is out.

You don't want one that is fake looking so those fake looking electric units are out, plus they heat and with that small room will cook you to medium, so that's out. Even the higher end electrical units leave much to be desired as far as a realistic flame goes.

What's left? Nothing. I guess you could have a beautiful hearth and mantle built and put in a high definition T.V. in it and select the fireplace channel.

Get out there and shop.