Hello Frosty, I agree 100% with coalkirks comments.. safety first..
ON a slightly more positive note, if the long chimney flue with the 4 90* ells is well away from combustible surfaces,, that is at least 12-18" away, you may be OK,, but i'd want a heat shield for any areas where it is less than 18"..
These old stoves often ran red,, it is a problem because it means the iron is nearing a point where it is getting soft... so I certainly wouldn't want to turn my back on a red-hot stove and go off to bed... BUT if you can shut off the air to the fire, [the sliding air vents] and cool the fire down to the point that the stove body is not red, then you may be able to burn it safely.. the only way is to try it.
You need to load it full, that's the way anthracite coal burns best,, and control the heat with the air control.. but since your air control sounds a bit ... uncontrolable... you need to try to modify it... can you grind any bumps or imperfections in the door castings so that it will fit tighter?? Usually there is too much of a gap for proper sealing, but not enough to add a gasket.. but you may find a very thin gasket that will help.. Also check all the gaps between the sections of the stove,, and seal these with furnace cement [high-temperature putty-like stuff]. You want ideally to be able to shut off the air to the stove and cause the fire to just about die from lack of combustion air..
Don't worry about a baro damper untill you find out if you can control the air and safely use the flue pipes and chimney,, THEN if you notice that you have too much draft and uncontrollable heat when it is cold and windy,, you may consider a baro.. .
Hope this helps.. Greg L