As for not finding coal, dig down. Eventually you'll hit something that makes it so you don't need coal(or gloriously die trying). Unless you wanted to make steel. Then you'd need wood for that, and if you don't have that, you're pretty much boned. And no, bone equipment isn't that great.
Wood and/or charcoal and/or coke can be imported from merchants.
To answer the original post, have you tried
Exploratory Mining? Also Lignite can be turned into 2 units of coke in the same way Bituminous Coal can be made into 3. Obviously it's not as efficient but it's better than nothing if you've found some of it.
There are other "cheatier" ways to find stuff than exploratory mining, the dfhack lib has 2 tools which you may find of use. The first would be dfprospector which simply lists how much of each mineral is available on your map. That will give you some indication of whether your explorations have any chance of being successfull however with the number of z-levels in a typical 0.31.xx embark, you could be searching for a very long time.
The second would be dfreveal which simply pauses the game & then reveals the whole map. If you don't manually unpause the game all you need to do is close dfreveal & it will unreveal all the map again for you so nothing "bad" happens (revealing the whole map will kill your FPS amongst other things).
dfhack also comes with a handy tool called dfvdig which allows you to designate a whole mineral vein or cluster for digging automatically simply by putting the in-game cursor over one of the exposed blocks & then running it. You may find that if you mine out the whole magnetite cluster, there may be other ore veins running through or next to it (quite often when I find Magnetite Clusters I've found Lignite or Bituminous Coal right next to them or, more often, going through them).