---apparently the coefficient itself changes with temperature.
Yes, that's correct. But it shouldn't change too quickly.
Sometimes resistivity is given as a polynomial function of temperature.
By the way, no correct theory of resistivity exists, and resistivity can only be a complicated result of many orbital interactions in a many-electrons many-phonons scenario, so there's no good reason why temperature dependence should be linear.
And: metals have low temperature coefficients, that are similar to thermal expansion, so the temperature coefficient depends on the metal's ability to expand freely. If thin metal sticks to a different material, typically in a resistor component for electronics, or in a strain gauge, then the imposed thermal expansion does change the metal's resistance change.
Having good stable components for electronics is just the result of painstaking experiments, discoveries, and tight control of the fabrication process. No big theory there.