I had a wolf once that crossed a road, got tangled up about fifty feet off of it, got loose, went back down its own tracks to the road, down the road about 400 yards, leaving it once on the left side and then coming back into and going on down, finally left on the right side across a large open area of a few hundred yards and finally tangled up once it hit the timber. Ground was frozen with no snow except a few drifts when caught, then it warmed up and rained after the wolf was caught, then froze hard again that night. Next morning it took me about an hour to find it, found one or two drag marks in four hundred yards of a solid ice road. But as a general rule they hit the brush when caught. Usually tangling up in plain sight, when I am using a drag hoping to get any catches out of sight of passerby. lol
Never had a coyote go too far on a drag, but then all my drags do double duty as wolf/coyote drags, and the light ones are around five pounds, with most of them being larger (I think I weighed them at 8 1/2 lbs with 8 feet of chain attached, once). Majority of the time, if I'm not in deep snow I hook my drags around a tree or bush also. Many times a coyote won't even move a drag in deep snow if it has been snowed over a few times and you've had any warm spells.
The ones that are hard to find are usually when a hooved critter steps in your trap, drags it until the drag catches and then pulls out. This is when the flagging could be very helpful. It doesn't help if you get eight inches of snow after the catch, though.