Well, the other way to parse what Jones said is that Coyote did not do it, but he believes that he did, because humans believe so. Certainly, Jones experience that they were there long before any creatures were on earth would support that.
The phrase "Coyote will say he did it himself, and it is not a lie" is likewise interesting. A lie is a deliberate misstatement of facts. If I honestly believe something which is not true, I can state it, and I won't be lying - but that still will not make it true. So, Coyote might not be lying, but that does not make what he says to be the "objective" truth.