My Father remembers well stoking the coal furnace when he was growing up, and remembers weekly coal deliveries to each house on the street, as this was the way houses were heated in Philadelphia in the 1940s.
Let's be real about this and set aside the fear mongering.
Is coal a good idea? I did seriously think about it for our bus. As mentioned already I have used it for many years, both for heating and for steam engines.
The good:
A lot more heat per pound than wood, less tending to the fire than wood.
The bad: way more ash to dispose of. It is not as forgiving to keep burning.
As far as CO, any wood or coal stove will be vented outdoors, and a CO detector is a wise idea.
If the plan is to burn coal buy, or build, a stove designed to burn it. Burning coal in a wood stove does not work well, they are built differently. The primary difference is a wood stove the fire is built on firebrick with the combustion air coming around and above the fire. For coal there needs to be a grate the coal sits on and the combustion air comes up through the grate. I would not even try coal in a cubic mini, just not made for it. But a properly designed coal stove can be done safely in a bus if a person was willing to do so.
Ultimately we chose propane, easy and mess free, with easy availability on the road. If we wanted to use it as a winter cabin parked for many months then a wood or coal stove would have been our choice.