As far as I know, 'red diesel' is virtually the same as normal road diesel except with an additive added that colours it to distinguish it, and sold without the 60p odd fuel tax added on.Is normal heating oil not just red diesel? Don’t know how common it is but I know some garages sell it, one step daughter worked at in Hull certainly does
Kerosene is a different formulation of oil that is cleaner burning than normal diesel (red or otherwise).
I said Kerosene is 60p/litre. That is how much I pay as I buy in bulk for house heating. I have no doubt small quantities (say 20L) will be more per litre. Paraffin is virtually the same as Kerosene and probably more accessible in small quantities.
Red diesel and Kerosene are also subject to reduced VAT compared to Road Diesel - 5% vs. 20%. I would guess Paraffin would be 5% VAT as well but don't know for sure.
In terms of best fuel for these heaters, the recommended order where you have a choice is: