Although it is true that Miracinonyx inexpectatus and the later Miracinonyx trumani were close cousins to Puma, rather than true cheetahs, the oft-repeated hypothesis that the pronghorn evolved as an "answer" to the speed of the American Cheetah is just that, a hypothesis. Miracinonyx - much like the cougar - was a cosmopolitan species which was found in all habitats across North America; fossil remains have even been found in caves of the Grand Canyon, the very last habitat one would imagine pronghorns to be found in. We simply do not know enough about the diet or behaviour of either species of Miracinonyx to assume a close tie to the pronghorn - especially when one considers that the genus went extinct prior to the last of the American Lion and Dire Wolf, when if the theory about megafaunal extinction leaving only the faster and more agile prey species is correct, Miracinonyx should have lasted longer.
Going back several points to the initial question (can jaguars re-establish themselves), here is the answer as far as I know. In recorded history in the region, jaguars were never plentiful. This is the fringe of their range and only a few scattered individuals make it this far north. While we may start to see more, I do not think we will see a large breeding population because there never was one. There may have been a handful of females that managed to breed over the last century, but that is a rarity. All of the sightings over the last many years (even the ones shot in the 60's and 70's) were males, presumably dispersing from Mexico. As for the gun comment, so far no one that we know of has tried to shoot one since the 1996 return. Of course if someone did they would almost certainly not report it, so it is possible it could (or has) happened and no one knows. But there seems to be a good deal of cooperation to protect them. Many of the initial camera trap studies were done on private ranches, people who might be thought to want to kill predators but were in fact supportive of protecting them.
Jaguar that disperse into the United States also seem to do it in mountain areas. So they need broken terrain it seems (either forest or mountains) because it gives them an advantage to their hunting style. That could explain why they never expanded north or south into the Pampas. They simply aren't fast enough to hunt on flat open terrain.
A new camera trap photo in the Huachuca Mountains shows perhaps a second jaguar. The Huachuca Mountains are just east of the Santa Rita Mountains where El Jefe has been lurking. Jaguar caught on Arizona trail camera, bringing known U.S. population to two And for more (in a decidedly biased article) on El Jefe, see this thread: Excellent article on Arizona jaguar
Pima County (which includes my city of Tucson) is nearing completion of a massive bicycle path encircling the city. I just looked at the Pima County Natural Resources website, and to celebrate they are selling endangered species bike jerseys with a jaguar (and a new one with a Chiricahua leopard frog)! The Loop - Pima County
An updated article focusing on recent camera trap video footage. Apparently a total of three male jaguars now moving around the mountains of southeast Arizona. Video of Chiricahua jaguar 'Sombra' released by environmental group