Thanks Tcalo and SteveZee
With my set up in the basement for the coal furnace, I have another idea that uses the outdoor shop vac (described in my post above). When I dump my ash pan for the coal furnace into my galvanized 30 gallon ash can, I get a plume of fly ash in the air. SO, what if I cut the lid on the ash can in half and put hinges on it, so when dumping the ash pan I would just swing half the lid open. Then on the other half of the lid (that would remain attached to the ash can) - I would cut another one inch hole and mount the shop vac hose to it. With this arrangement, any plume of fly ash would be pulled thru the shop vac and now I have my cake and I can eat it too..
The only thing that bugs me is the possibilty of a hot ember getting pulled up thru the hose, but I suppose anything heavier than the fly ash would simply fall to the bottom of the ash can.