Regarding coal burners vs oil burners I have the following observations from personal experience.
1. When standing oil burners make more noise due to the constant blower and atomizer noise.
2. Oil burners are oily (boiler jackets, tenders, running boards, etc) while coal burners tend to be sooty all over.
3. Oil burners take less “work” to fire but require more constant attention to fire than coal burners.
4. Oil burners tend to have more firebox issues with careless firing than coal burners.
5. All other factors being equal oil burners are easier on their running gear than coal burners because they don’t produce cinders.
6. Oil burners are less likely to set line side fires than coal burners.
7. Fuel spills are more environmentally damaging with oil burners than coal burners.
This list can be continued but I believe it to be a good start.
I do not have enough personal experience with the same engine or class of engines on both kinds of fuel to comment on which is louder when running.
John Bush