Coyotes love hunting mice for sure, spend a lot of time in the high grass. A pheasant nest is the real prize. NEVER pass up a nest for a mouse, or tasty young mouth size chicks.
Coyotes also take a lot of young Cottontails.
By Winter the dumb Cotton tails are gone, the survivors are yote wise and the thing a bout rabbits, they can do pretty well in the dark.
Winter and heavy snow cover makes the mice mostly safe from the Coyote. Mice will be under the snow with their little borrows leading in every direction to safety from the digging yote.
Pheasants on the other hand are readily available, roost above the snow, can't to much to escape in the darkness. And the coyote is about 3 times a big as a fox with three times the appetite.
Coons and skunks are nest destroyers for sure. Yotes to. Skunks and coons aren't a major threat to Wintering hens, Yotes very much are.