RE: Missed a yote... will he come back?
You might get lucky and catch him later with a different call, but he'll be shy for a while, and I would give him a little time to forget. And it happens to everybody, so don't let it get you too frustrated.
From what you have told, I would make two recommendations. First, keep your gun ready at ALL TIMES, because coyotes have a habit of showing up when your not ready for them if you let your guard down. Second, my understanding is the yote was still coming in when you shot? If this is correct, what I usually do is let them keep coming as close as possible, but keeping my sights on them. At some point, the coyote will usually get close enough to realize something is up, and when they do, they will usually pause briefly, and I shoot them on the pause.
Sounds like ya'll could also use a little target practice. For every round I shot in the field, I shoot probably at least 100-200 rounds at the bench or at targets I set up in the field. I usually have 300-400 rounds through a gun before I ever take it hunting.
Anyway, good luck in future hunts. Learn from yourmistakes and the mistakes of others and you'll find yourself getting a lot better.