Dangers of burning coal, highest to lowest, according to Freddy: CO Poisoning, start a house fire, burn your fingers, have a pile of bags fall on you and crush you, get sick from ashes.
Carbon monoxide is produced when burning coal. Care needs to be taken to assure you always maintain a proper draft and that the exhaust pipes are clear of ash build up. CO detectors are a must for peace of mind.
As with any solid fuel if you are careless enough to allow fire to start, it will. ( broken chimney, pipes not screwed together, stove in poor condition)
If you're dumb enough to stick your fingers where it's hot, you'll get burned!
I've never heard of it, but let's stack 50 lb bags up, up, up, until they fall over.
Ash is not considered hazardous waste by the government, but, yes, it can contain trace amounts of heavy metals. It can be radioactive, but chances are your granite counter tops are more radio active, and getting a sunburn will expose you to more radiation. Personally I do spread ash on a dirt road & think nothing of it, but, if I had young ones, perhaps I'd dump it in one location & not let them use it as a sand box.