Hi Kevin;
By Gas, I'll presume you do not mean the American/Canadian "Gas" as a word for Petrol.
"Over here" propane firing is quite normal for steaming at many clubs. Some tracks (e.g. Train Mountain) you can't use coal due to fire hazards.
Now, the only direct experience on models is that I've built a propane burner for a 3-1/2" gauge locomotive from the "Raritan" design, but have not fired it up yet. (Bill Moorewood designed the locomotive and burner). Maybe now that the nice weather is here, I'll give it a try.
The Winnipeg group, the one and only time I was there, were all propane, from what I recall. I brought along my coal-fired Tich (3-1/2" gauge) and was thought to be a bit strange, I think!
I "cut my teeth" on full size steam on an oil-fired pacific, about the same size as your A4 (But, not nearly as fast!) Oil firing of full size was very popular on certain roads/areas, due to lack of coal, abundance of oil, and especially fire hazards.
Do some more digging – see what the Americans do, google for "Marty Burners", and see what you find. The information will be out there.