Coal slag is the left over material of coal being burnt in power plants. I used to unload coal trains and seen hills of the stuff. They sell it for other things as well like for ash trays, putting down on snow and ice, as well as blast media. The chances of getting metal in your bag is good because most coal burning power plants burn a small (compared to the amount of coal burnt) percentage of shredded tires. And tires contain wire and would then possibly not be consumed in the burning process. Also sand or stone fragments would contain silica which would turn to glass given the high heat that the coal is burnt at. Actually, a lot of elements and compounds could fuse to form glass like material given the extreme temps they would be subjected to.
Good call treetom!! I totally forgot about power stations burning TDF ("Tire Derived Fuel") If inquiring minds want to know, they do that because it counts as burning a "renewable fuel" (in terms of the hippies and their "green energy" initiatives.)
...and let's not turn this thread into political bickering please.