A cheaper way of installing the pex pipe, red with the o-2 barrier by the way, is to buy the 4" black drainage pipe that comes in 100' rolls. Get your pex from a good plumbing supply house. The price can vary alot. Insulate the pex with high density foam that air conditioning mechanics use for rooftop condensate units. The brand is Armorflex. Get it as thick as you can afford. Like insulating a house, can'tget enough. Lay the pex out, slide the armorflex onto the pex. Tape up the joints with the right tape. Pull the insulated pex into the 4" drainage pipe using a snake. Use 2 - 4" drainage pipes as the cost for 100' is around $25 Last time I checked.That way will cost around 1/2 of what the outdoor wood boiler guys sell their premade stuff for. This way is superior because you can insulate the heck out of your pipes. The outdoor building is a good idea. Hard to get a good height for your chimney to draft properly. Do run conduits in the ground with the pex. 1 3/4" is fine. 2 would be better, but not necessary.You will need a crimp tool for the pex. I have one for 1" that you are welcome to borrow.
The boilers are all great units with several having Advantages. I like the EFM's because they have an auger system that is low to the ground, which translate to bins and not lifting the coal very high. The AHS has optimal efficiency, the keystoker very few moving parts. Any one of these units would work great! If you have a chimney on the outside of one of the buildings, one option might be to build a small addition right around the chimney if possible. 8x8 is the minimum, but bigger is better.
The hookups,,,,well that's another story told by a more qualified member. Good luck!! Sounds like you are pretty industrious and will put together a sweet system. Be sure to take pics and post them on the forum. Don't hesitate to use this wealth of accumulated knowledge on this forum. It is without a doubt the best one online.