Coyotes have been snatching up smaller dogs. It happened to my wife’s friend about two weeks ago. I take an air rifle outside with my little Jack Chi.
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I didn't think of that, but it's also a very good possibility.
Word of advice: Take something more powerful than an air rifle.
I lived in Mass. for a bit of time and coyotes there kill cats and dogs when the opportunity arises. No going out before sun rise and not after sun set without us escorting. Nearby, we had a coyote take a small dog from a woman who was walking him on a leash. They can be very aggressive and strong.
We had a cat disappear and are pretty sure a coyote invited her home to dinner. She was a Hemmingway cat and not the sharpest knife in the drawer, bless her heart.
It got so bad that an American Indian man hunted down two and spread their blood and body parts surrounding the neighborhood. It worked. We became death valley for coyotes.