He will more than likely come back. When, is the question. He seems unafraid of you, which is a bit concerning. How big is your dog? The coyotes around here study my habits. ie: I go pick up mail at the Post Office most days. Coyote got so he would come as soon as I left. (He may have been living at the back of my property). So I had to start varying my routine. Also, now I have more than one fairly good sized dog. It was good that you were able to pop a few shots off. That makes an impression on them. Keep your gun close for a while. I love coyotes because they are so smart, but that also makes them a royal pain.
Last week I was walking up to the house after doing chores and she saw a coyote on a hill, she took off after it and didn't come back for a few hours. The coyote won't come back to soon.
We also shoot coyotes if they start coming to close to the yard.
And I'm going to start trapping them this fall