Excellent photos and just as important - the 2nd and 3rd photos are exactly the 'hand/leash holding' effect that you were looking for!
Generally speaking, I'd say that you and your dog are pretty safe from the coyotes unless your dog does something reckless. Coyotes may be curious but they usually aren't interested in getting cozy with people. I've heard rumors of coyotes taking dogs but I suspect it is about small dogs and/or when the coyotes can't find any small prey. The Humane Society seems to support that theory.
Don't try to make friends with wildcats though!