One of the mysteries of the English language finally explained.
1A box for holding coal for a (domestic) fire; a coal scuttle.
2British Army slang. A low-velocity shell emitting black smoke, used by the German army during the First World War (1914–18); = "Black Maria". Now historical.
Early 18th century; earliest use found in Rules Army in Ireland. From coal + box.
coal box/ˈkəʊl bɒks/
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