To correctly render the fur in the Effects section, it is necessary to enable mr prim.

! Note that the stability of the render depends on the amount of RAM in your computer. Always save the scene before rendering the fur.

The export file (OBJ) lacks the Hair and Fur modifier, so there are guiding splines in the file, and an image with the modifier settings for Corona is attached in the archive.

For close-up shots, you can increase the fur density (Hair Count) and hair Segments in the General Parameters tab. These parameters are currently at a minimum.