I'll chime in here with some observations also. In my "previous life" I was an adjuster for an insurance company that insured boilers, machinery, and electrical equipment. I was based in Chicago and as most know it gets brutal cold and stays that way through the end of December to the middle of February. A freeze up there turned a building or a house into a Popsicle within a matter of 8 hours.
Most of the freeze up calls I went on was because the person was trying to save money by lowering the temps on the thermostat either manually or using a set back thermostat. In most cases the thermostat governs when the pump runs, not when the boiler runs. Water stops flowing on perimeter runs which are on outside walls. With zero or subzero temps, no water flowing in a pipe located on an outside wall equals frozen and ruptured piping in a system where the boiler temperature was 180 degrees F. If that water can't circulate guess what is going to happen.
Before moving to NE Pa. I had never fired with coal before. In our house we had outside Shamokin Pa. I learned very quickly how long it took the coal fired boiler to bring temps back up in the house. I learned we saved nothing by setting the thermostat back. What I did learn was it took on average about 4 hours for the boiler water to heat up, then circulate and heat the piping and radiators, then and only then it would start heating the house.
With coal appliances set em and forget em. Don't mess with anything when the temp outside starts dropping except to increase the feed rate. Set backs will beat you every time with a coal appliance.