The CSS Shenandoah crew made a point of conserving fuel after leaving the ice. I'm fairly certain that, given the sentiments I've read in the Journal regarding Notherners and the fear of being tried on charges of Piracy that I recall as family lore, giving any Federal Man-of-War a run to the finish would probably be a given. The fuel was consumed during the last 1700 or so nautical miles of travel to Liverpool. It's not stated, but they must have keep up a head of steam round the watch.
Captain Waddells handling of the disposition of the CSS Shenandoah was probably the path of least resistance, that of internment with the British, with whom the crew of the Shenandoah could treat with diplomatically.