Caboose stoves and Depot Stoves were and still are monster to keep tuned in. It was back then it was all go or no go. Keep feeding it and open windows. They used Bit because that is what the Engines took and there was a coal tower some where on the property. Load up the hod and throw it in. Lots of Caboose fires and Depots burnt down because of this thinking. Railroads had there own coal mines for there use, or they just bought from an other RR with a mine.
I have fired some of the Caboose stoves we have at a museum I donate time and they can be a pain. But the heat output is awsome. But do you want the sit with a jacket on or just in your shorts? You could have the stove set just right sitting still but when you got moving.... dang it it s too HOT IN HERE. Air flow from the train itself or a passing train would mess it all up. And it was all from the stack (flue) end too. Most stacks were only 6 to 10 ft. tall off of the stove depending on the roof of the Caboose. Might have two 45s in the flue for placement of the stove in the cabin area. Straight up and out after that. It would be just to the height of the Cuplua. Didn't go any higher or you would rip it down on an overpass or tunnel. Old Timers just set it to full. Didn't care about draft just as long as the smoke went out of the Caboose. They were nice and toasty and the fire was up and going if the stack (flue) was red hot.
You can use a damper. Keep the draft up but not crazy. If your stove aint tight you will find out in a hurry. Nothing worse than a room full of Bit smoke and CO. You must have a CO detector...PLEASE DON'T TAKE A CHANCE.
Hope I didn't scare you with the Old ways.
You can use Anthracite but use Nut to Stove size. Same sizes of Bit. Anything I found smaller will plug the grates. Keep the firebox full and play with the spinners and/or sliders. You will have to shake it more than a newer stove. Maybe poke at it also. Get your air from the bottom and regulate the air with the spinners. This will set the temp you want also.If you use Bit you need some air on top of the fire. Regulate it with the slider or spinner. If it was me I wouldn't leave the stove alone for a long time. Keep an eye on it. All Depots had an agent there 24/7 and kept an eye on the stove. Just in case it took off on a hot burn do to the wind or weather. The same thinking was used in the Cabooses to but they (crew) were not always around if the work got to long. Fire was out or cooking the Caboose. Remember they watched the stack. Hey Hank the fire is out you bone head.....
and then the conductor would pipe up. But that would get censored.
You'll just have to tinker with the stove and enjoy the heat it will put out. It is a fun science project that the wife might not understand but she will love you for the heat.