The only bullet I have ever seen splash on the outside of a coyote was a 50 gr Nosler Lead Free bullet out of my 1-8 Twist 22-250. By law I have to shoot lead free bullets.
Do you have to shoot lead free bullets?
I have had pretty good results with the Barnes 55 gr MPG Lead Free 55 gr bullets that are now called, M/LE Tactical Bullets #30161.