I was talking on the assumption that you were wanting a compact revolver, not one that was full sized. You can still buy a J frame revolver, about as compact as it can get, in .357.
But don't believe that moon clips are hard to deal with. it's not much worse in my experience than loading some magazines by hand. And take it to the bank, a pair of 9 mm moon clips will be not much larger than a .38 speed loader. The last concern is whether or not you can load moon clips as quickly as you can speed loaders. A moon clip is slipped in and the cylinder is shut. A speed oader, a standard speed loader, you have to put the thing in, turn the release, shake the ammo in, then dump the loader and close the cylinder, and boy, I hope that you don't screw up on the way and accidentally dump your bullets. There is, no question, a slight advantage to using moon clips.
If you are looking for a revolver, I believe that you can find a 357 convertible single action, a pistol that has an easily removed cylinder.
Finding a double action may be hard. I took a brief look and didn't find any convertible .357 DA revolvers.
So it still comes back to whatever you choose, and I still say that you should go with a 9 mm revolver if that is what you want. You'll get about equal power to a .38 +P. Moon clips are good. 9mm is dirt cheap, and there's nothing that a .38 special can do, regarding defensive ammo, that a 9 mm can't do. Don't be talked out of it, but by all means, be informed of the drawbacks before you buy.