Biodiesel and other types of oil

I’ve been reading S. M. Sterling’s Island on the Sea of Time, in which modern Nantucket gets transported back to 1250 BC. The Nantucketers, of course, return to whaling for food and light.

I’m wondering if there is any process by which they could have used whale oil to run diesel engines, kind of like biodiesel?

They would have to face the issue of how to mine, refine & machine suitable metals in order to make whale-oil-fueled diesel engines.

I’ve seen a diesel engine run off of olive oil (not well, but it ran), so I’m certain whale oil could be adapted in some manner (still looking up an ultimate analysis for whale oil…).

The island, being a modern small town, already has diesel engines. Far more than the amount of modern fuel transported back with them. Especially important in the book are the marine diesels on boats trapped in the past with them, including the Coast Guard training ship Eagle.

The engines are much less useful due to the need to conserve fuel, but in 1250 BC, whales are abundant.