If I'm not mistaken, you mentioned that you got your last truck load from Alcoa, TN? is that correct? If so, would it be simple enough for one of us to grab a bag or five the next time we are near Knoxville? I know I go up there about once a month or so.
On a web search, I have found that one guy was interested in looking for coal for a blacksmithing forge. Perhaps Mike would know a good source. If not, try calling Southern Hearth and Patio, or Northertool. Those places probably sell coal burning fireplaces and should be able to direct you to a supplier.