Some dogs, regardless of training or lack thereof, have a very high prey drive. I would keep your kitties as indoors-only, or only outside while supervised, as long as you have that dog as a neighbor.

My first best-dog-in-the-whole-world had a evry high prey drive. All the cats in my neighborhood knew where all the nearest trees were located, if they didn't, they didn't last long, I guess. By the time I was old enough to be aware of things, there wasn't a problem, because all the cats knew about her. Our neighbors loved my Sheba dog, though, as they never had woodchucks in their gardens while she was alive!

I am sorry your neighbors are irresponsible dog owners, and am sorry for Coco's loss. Tell you mom the Rainbow Bridge story, and let her know Coco will always be with her, curled up in a corner of her heart, purring herself to sleep.