What should I have done?

[Andy]

One of the duties of R2 is to "protect" R1 by not allowing the coach to stand and yell across the court at R1.

You (R2) need to step in and get the coach's attention on you. Even though this was not your situation, it is somewhat related.

In your situation, as Antonio said, you did all you could. Gave a discreet signal to R1, only held it for a few seconds, then let it go.

I would suggest the verbiage - Coach, my partner had a touch on that play.

This reinforces to the coach that the two of you are a team and you are going to back up your partner even if you don't necessarily agree with him/her on this particular call. Using the referee had a touch is subtly distancing yourself from your partner and giving the coach the impression that you may not agree with the call.