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I'll usually farm coal by slaying the dust sprites. Slay 500 of them, and you can get the ring from the adventure's guild that greatly increases drop rate from anything you slay in the mines. After that, dust sprites will drop one or sometimes two pieces of coal.
If you're lucky, you can find an area of the mines that is "overrun" and revisit it over and over again. You can get a lot of dust sprites doing this.
The downside to this strategy is that finding 500 dust sprites does take time, and by then you'll have a decent amount of coal, though you may still need more.
At mining level 10, you can choose the perk that allows a decent chance to find coal from stone nodes. I tend to get a lot of coal that way, too. But again, getting to mining level 10 does take some time.
Note: You can make coal with a charcoal kiln, but if you are buying raw materials, it is cheaper to buy the coal than it is to buy the wood and make coal.
You can find the dust sprites between levels 40 and 79. I'm not sure that there's any level in particular that they spawn more or less in. I believe it's just a matter of the RNG doing its thing. Usually, I'll ride the elevator to levels 45, 55, 65, and 75 and slay whatever sprites I can find. I'll return to the surface, wait for the clock to tick (so that the levels reset) and do it all over again.