There must be some form of controlable or adjustable air inlet in the ashpan door, or maybe on the back letting air in under the fire. Closing the ashpan door will make this air inlet the only source of air to the fire. If you need the door open to maintain a fire, then you have inadequate chimney draft. Do not have any air vents open on the loading doors of the stove, as WNY stated, all air to a coal fire must come from below and be pulled through the coal bed.
You mention having the flue 'open'. With a coal stove you should NOT close off the flue with a damper. Use a Barometric damper, do a search on the site for Baro or Barometric, you will find hours of reading. Using a manual flue damper is only an option with massive amounts of uncontrolable chimney draft, obviously this is not what you have.
Control your heat with air intake controls to the fire, leave the exhaust or flue pipe completely open..
Since you used to have a wood stove on this chimney, did you clean the chimney before installing the new stove?? You may have a blocked chimney..
Moving this to the handfired forum