Their mitochondrial DNA is distinctly wolf.
Wolves and coyotes are distinct species if species (a word humans made up as an imprecise guide to reality) is to have any meaning at all.
A swamp may well have many plants and features in common with a forest - and some forests may be turning into swamps and some swamps turning into forests - but that doesn't mean that “swamp” and “forest” mean the same thing.
Eventually all the dogs and all the redwolves, and gray wolves, and coyotes, and coydogs, and any other combination you want to find in that species will have mitochondrial DNA inherited from a single Ur-Wolf Mother!
(if they are allowed to breed around that will happen with any species).
Their non-mitochondrial DNA will, of course, be mixed and matched ~ and circulate forever ~ except for that in their y-chromosome. That, too, tends to become a dominant factor simply because of the math.
It does sort of depend on what the meaning of “species” is, doesn’t it.
What do you call two or more groups of animals, not subspecies of the same species, who can freely mate and produce fertile offspring? I’m assuming that they would all be within the same genus, but suppose they were also other similar species within the genus that could NOT produce fertile offspring?
Is there such a biological word? It’s been a long time since high school.