Just set up the trap in a different spot. The fox will be wary of the place it's set the trap off, but unless you've had fur, you haven't had him in the trap. Did you use bare hands setting the leghold trap? It can smell you and can set the trap off without getting caught..they're that smart.
My dad boils his traps each year, I don't believe he coats them with anything, but I know a lot of people do.
I should have mentioned it in my other post, but there's another page on that site that tells you how to make a flat set. You could do one of those just as easily, right in the middle of the yard if you want.
When my dad catches red fox, he gets them along fences and field edges. Of course, that's not a rule foxes follow, but you could probably set right next to the coop, just set a bit of a ways from where you had been setting it.