I use borax and boric acid for flux.
The propane is expensive but it is easy to get and clean and easy to use. You turn on the gas, press the igniter, adjust the pressure and 15 minutes later you are at welding temp. $20 worth o propane lasts 1.5 hours at welding pressure. It takes 2 minutes to change tanks. The forge I have doesn't allow you to adjust the oxygen input but the one I want to get does. That allows you to set a carburizing flame for welding and heat treating. With the forge I am looking at getting, I see no advantage to coal. Of course, most folks using propane, have a number of different types of forges or furnaces for different tasks.