have their fossils been found anywhere?
Yes - The oldest fossils that fall within the range of the modern coyote date to 0.74–0.85 million years in Hamilton Cave, West Virginia
Coyote
The oldest fossils that fall within the range of the modern coyote date to 0.74–0.85 Ma (million years) in Hamilton Cave, West Virginia; 0.73 Ma in Irvington, California; 0.35–0.48 Ma in Porcupine Cave, Colorado, and in Cumberland Cave, Pennsylvania. Modern coyotes arose 1,000 years after the Quaternary extinction event.
what is a small wolf like prairie dog Coyote
wiki:1556199
Coyote [SEP] Fossil record
Modern coyotes arose 1,000 years after the Quaternary extinction event. Compared to their modern Holocene counterparts, Pleistocene coyotes ("C.l. orcutti") were larger and more robust, likely in response to larger competitors and prey. Pleistocene coyotes were likely more specialized carnivores than their descendants, as their teeth were more adapted to shearing meat, showing fewer grinding surfaces suited for processing vegetation. Their reduction in size occurred within 1,000 years of the Quaternary extinction event, when their large prey died out. Furthermore, Pleistocene coyotes were unable to exploit the big-game hunting niche left vacant after the extinction of the dire wolf ("C.dirus"), as it was rapidly filled by gray wolves, which likely actively killed off the large coyotes, with natural selection favoring the modern gracile morph.