Hi Teneombre!
The aforementioned furnaces should switch back to the lesser available resource (coke) once all solid fuel is used up. If it doesn't, this is probably a bug I need to look into.
As for the trains, this is also unusual behavior. The chests "talk" to each other, so the train should always get the best available fuel in range. This may be another bug I overlooked.
For the moment, I'd recommend using the entity filters for your solid fuel chests (shift+e while hovering) to limit them to only certain entities until your supply is more established.
If you'd be able to post a link your savegame file, It would help me pinpoint why this might be happening. In the meantime, I'll see if I can reproduce the problem and find a fix. I'll let you know once I've uploaded a solution.