What the pioneers did:
1) You need a noncombustible container to transport the coals; the old-times would use a hollow cow horn, you can use your cup; you might also be able to make a 'cup' if you access to river clay and a fire to fire it in. Fill your cup about 1/3 full with ashes, add your coal, cover with about the same amount of ashes. Don't choke it off by sealing it against air. I would assume that a larger coal is better than a smaller coal, but that is an assumption on my part. To avoid having to hold your cup in your hand, make a swinging carrier for it so you can hang it from your arm or pack without dumping it. Coals from hardwood are said to last longer than coals from softwoods.
2. For longer carry, they would wrap the coal with dry, flexible bark or some dry, punky wood that would smolder slowly, then wrap that bundle with damp grass or other dampish material (rather than ash) and put it in the container. Again, it needs air.
When traveling, I would think the biggest problem would be to guard against dumping it, esp dumping it without knowing it. I would think that the person carrying the coal would literally be the Keeper of the Flame. Or at least The Keeper of the Coal. Probably quite an important job at some points in time.
Sue