i have only shot one coyote with a .17 HMR, when i did he ran like someone had set his tail on fire, went about 50 yards, and piled up; started flopping around quite a bit. Whacked him again, and he didnt get up.
First shot was a lung shot, slipped right between the ribs, and hit a rib on the offside afetr going through. bullet came apart there, a bit went through the hide, most stayed just under the skin. Looked to be several small fragments total. Used the Hornady load, my gun didnt much care for the other brands of ammo.
Second shot hit the shoulder blade and blew up there, made a hold about the size of a quarter there but didnt penetrate much... would have to question whether it would have penetrated at all had the shot been at an angle.
i have shot quite a few with bigger stuff, including my .17 Mach IV, and i think i will stick to the bigger stuff... the HMR is pretty mean on crows though..