Science doesn't fail to advance simply because there aren't large quantities of the substance around for industrial use. The existence and combustibility of coal was well-known throughout the world even in ancient times. It didn't become a big deal until the industrial era because the need for large-scale heat production, of the kind enabled by coal, simply did not exist before the invention of the steam engine. It was the steam engine itself that made coal important, not vice versa. Early steam engines actually ran off of wood, not coal, so a coal shortage would not have stifled its invention. Once production of steam engines ramped up, the need for large quantities of fuel for them was inevitable, and the search for that fuel was also inevitable. As coal was well-known throughout the world, it was an obvious resource to turn to. Britain would have noted their need for the substance and started importing it. It's really no different than any other resource Britain traded in. Textile production was a major part of the British economy, but Britain was not capable of producing much cotton. As a result, they produced it in their colonies (first the US, then India) and imported it to keep the mills running. Similarly, Britain did not have enough old-growth timber to support its own shipbuilding industry. As a result, they bought their wood from the Baltic and, later, their North American colonies. So, Britain already had a history of reliance upon imports of resources to sustain its own economy and military long before coal even entered the picture.
Importing really is not all that difficult, and I think you err when you assume that lack of availability of a local resource would impact the course of industrial development. There are very, very few situations in which that kind of scenario occurs. An example is helium. Helium's properties were well-known to the world, but it was a very scarce resource and basically only the United States was capable of producing it prior to WW2. The US monopoly on that resource was actually enforced at a legislative level, where the government banned all foreign sales of helium for military reasons. As a result, Germany was unable to obtain enough helium for its zeppelin fleet and we all know what happened as a result of their substitution of hydrogen. However, that is a scenario in which basically all of the world's supply of helium (at that point) was controlled by a single nation that refused to export it. The same was never true of coal, particularly not for Britain which controlled some of the world's largest reserves in her colonies, even if her own domestic supply somehow vanished.
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