Hello Nick,
Go down to your local builders merchants and buy some Thermalite blocks or equivalent. Very cheap, and can be cut up if required with an old wood saw.
The 5 pint paraffin blow lamp used by Don Young on the only 2 boilers he ever made is a fearsome beast! I doubt if Don did use coke as a surround for his 2 boilers. I used a 5 pint paraffin blow lamp on the first joints on my first miniature locomotive boiler until I bought my Sievert set (propane). The heat output from a 5 pint paraffin blow lamp is quite something.
You would not want raw coke igniting when silver soldering a boiler. You want clean joints and heat that is controlled where you want it to be.
You need to take some of what Don Young wrote with a pinch of salt (hefty doses in places)! Don's 5"g LNER K1/1 boiler was probably silver soldered up in the works of J Samuel White. Don's 5"g IW O2 "Fishbourne" boiler was probably done by him with the old 5 pint blow lamp, but the loco never had a steam up on a track when completed, and was sold in the late 1960s (to Canada) and has never been seen since. Neither boiler ever had a club boiler certificate.
Don's only other loco was his 5"g Railmotor No.1 and Alec Farmer of Reeves made the boiler for Don.
Cheers,
Julian