I know thishas probably been answered, but why does he call coyote ‘lili’?

"Lili Marlén" it's a song, written by Hans Leip and played by Lale Andersen, which was really famous in Germany during the II World War. It's a song about a soldier who's thinking about his distant lover.
When the two protagonist of the manga meet in the bar Josh is playing this song and Coyote teases him (cause he always play that song) and as he starts to call him Marlene Josh also start to call him Lili

Ahhhhh so romantic thank youu

(ノ≧∇≦)ノ yeaaah it's beautiful