I kinda wonder, it's always portrayed as if Kris always cared for Coal, picking up his messes, but it feels like Coal had his own way of protecting Kris. Maybe not helping outright, but shielding him like a big brother would. Helping when he could. I just kinda wonder why he feels so guilty because they are there for each other, supporting where the other lacks, throughout most of the books?
Slight trigger warning for mentions of abuse.
So I think it has to do with how we're introduced to Kris and Coal. With Kris basically telling Coal to stop drinking because it wasn't helpful and Coal was basically poking Kris's muscles and making fun of the shirt he was wearing.
Coal absolutely has his own way of protecting Kris and most of that is to try and get his brother to be happy. Because let's be real in the first book and a good chunk of the second book Kris's mentality is "let me make everyone else happy and I'll just put myself on the back burner with the heat turned off." and "yes I deserve the abuse my mom gives me, but I won't call it that."
And all of that Coal feels guilty for because he can't protect his little brother from their mother and the abuse that Kris suffered because of her. Coal has told Kris to block her. (Honestly a part of me is surprised that Coal didn't just steal Kris's phone and block their mom.) Also he probably felt a little guilty when Kris got hurt in Ireland, because Kris was there for him.
Also Coal literally shielded Kris twice. Once when Santa threatened to hit Kris and when Loch came to the palace after the truth bomb was dropped. That man was ready to throw hands. (honestly if I had to bet on that fight my money is on Coal)
Honestly if you want two really sweet fic where Coal(and Loch) protects Kris is Echoes Of Yesterday and Tabloid Nightmares
I hope this answers your question if not let me know.