The stuff available in Monster Hunter Rise is essentially endless. This is especially true now that the Sunbreak expansion has been released, which added new monsters, items, maps, and much more. While gathering unusual new items like Aeonian Coal, players can enjoy the breathtaking nature of each place while not hunting enemies.
Aeonian Coal locations in MHR Sunbreak

On Master Rank hunts or expeditions, Aeonian Coal is an account item discovered in Scorched Ore in the Lava Caverns.
The quest Cool Coal Discovery! in Elgado is most likely where hunters will first come across Aeonian Coal. During a mission, Flur the Sailor asks that hunters bring three Aeonian Coal to the camp. The Watchdog’s Howl+ and Outfit Vouchers are the rewards for completing the quest.

In Monster Hunter Rise, account items are uncommon collecting sites that are particular to a place. The hunter will receive a substantial number of Kamura Points for collecting them. Then, you can use these points as a substitute currency to buy products like Dango. They can be passively collected while looking for other goods or monsters because they aren’t used in crafting and can be obtained if a player isn’t desperate for points (which you never should be).