The wool was made using Hair&Fur - in the Environment and Effects -Rendering Options settings, set it to geometry.
There are 800,000 hairs in the main preview. On the 3rd it also showed 400,000 - it also looks good, so depending on the frame, change the number of hairs.

Model for long and medium angles.

The archive contains two files for cm and mm. There is no hair export file, but there is a screenshot of the settings. Some of the hairs are made by geometry. (3,400 polygons)