Just information- but I agree with Berlin. I live 100 klms east of Edmonton, in Alberta. -17C outside right now- and +20 in my house. Have 1800 Sq Ft on main floor, 3 bedrooms on next level, and 1/2 basement. Open design. Basement not heated. Just took out an old wood stove and installed an older Warm Morning Coal stove, Hand fed. We had rigged the wood stove to burn coal- but could not keep the heat up without babysitting the stove. This one is still hand fed, but it burns coal real well and hot as you want- sometimes too hot for the pipes. (Average flue temp 170C) The way we run it we fill it (about 35#) every 4 hrs. And we get our coal from Dodds. That unit hooked up to your brick chimney would heat the brick too. So you would get secondary heat gain out of the brick, something you wouldn't get with a liner in it. The one thing I noticed with this unit is I have no more smell. It turns the coal into coke- and burns that. Locke (manufacturer) is out of business- too bad. These things really work well, burn inexpensive coal, and no smell.
For burning in town, you may get upset neighbors with a plain coal stove. I know before (with the converted wood stove) I could smell my place in my car before I got to my corner- some 1,000 feet away. Now we have no smell in my yard.
I would think the biggest worry you would have is insurance, if you need it. I don't know if you can find one that will insure you to run a coal stove in the house. So you may be stuck with the outside boiler. Something to think about.