I'm no expert but I work in the hunting and fishing section of a sporting goods in Indianapolis. There are no restrictions on the firearms that he can use for coyotes. There are however restrictions on the cartridges used for deer. For the time being I would suggest a 44mag. Its legal for deer and coyotes.
As I said, I'm no expert on the gun laws but I beleive I'm correct that if you're a resident of Ohio you can't purchase a firearm in Indiana. I could be wrong though.