You forget exactly how efficient a coal-fired powerplant actually is. Love or hate them, they have 100+ years of technological innovation to squeeze every watt out of coal. Your fireplace at home is not nearly as efficient. So an electric heater powered by the grid is almost certainly more efficient than burning your own coal at home in an inefficient stove.
Efficiency wise, the comparison between a heat pump and a furnace depends on the outside temperature. Heat pumps lose their efficiency for high ∆T, so for winter in a Russia, a furnace is likely the better option
One day we may heat our homes with distributed computing like BOINC.
Consider the house that marginally has electrical resistive wall heaters (Like the bay area) and an excess of spare computers sitting around (also like the bay area) ... It's marginally better for the house nerd to leave their PCs on using BOINC than run the wall heater.