You are right that they use pieces of volcanic lava in gas fires and barbecues. Lavas comprise a range of chemical compositions. What we usually think of as pumice is silica rich and has solidified with a large concentration of gas bubbles. This makes the lava light in colour and light in weight. The beaches opposite the island of Krakatoa are strewn with pumice fragments which have floated from the volcanic island. I doubt it is used in fires as sudden heating and cooling might cause some of the bubbles to explode, and having such a low density it would not retain heat very well. However, all those jagged bubble edges and quartz rich matrix make an excellent abrasive.

The lava pieces I have seen in gas fires I would classify as scoria, made of basalt. This is much denser, being rich in iron, but still with a fairly large proportion of entrained gas bubbles. I presume most of that used comes from the volcanoes of Tenerife or Italy, or somewhere similar. Of course lavas are used in these fires because they are not combustible and melt at temperatures between about 800 and 1200 degrees C, a bit hotter that the normal domestic fire.

We had an electric fire with real coal. I think they mainly use anthracite which is shiny and requires higher temperatures for ignition, just to be on the safe side. I have also seen glass pieces used as mentioned by another contributor.