Aren't coal power plants waaaay more polluting than natural gas? Not just in terms of C02, but also really nasty stuff like particulates, sulphur, and metals?

It's very trendy right now to get mad at datacenters, but I'd much rather energy come from natural gas than from an existing coal power plant. (Obviously, renewables would be better than either.)

The nasty stuff, yes. Regarding greenhouse gases, natural gas has turned out to be about as bad as coal once you account for methane leaks, and the industry has strenuously resisted any decent mitigation for that.

Different. Burn enough natural gas in enough gas turbines, and significant quantities of formaldehyde and NOx will be created.