The escaping natural gas from the room heater was not burning, thus it could not produce carbon monoxide. Doctor Granger died from suffocation, because there would have been too little oxygen. In an enclosed room, natural gas would eventually be in too high of a concentration to sustain normal oxygenating respiration.
A modern mercury vapor street light is briefly visible as a man is pushing a cart along a town street towards the camera as it pans right, just before Emily meets with Jacob in the coffee shop.
Although set in the 1920s, the train dates from the 1950s.