first of all, I'm doing this because I was asked how I draw my fur. This is only my method of doing it
Step 1: fill in my sketch with a solid base color
Step 2: determine the fur growth direction (red line), and the light direction (yellow line). the blue lines are the direction of my brush strokes, which go perpendicular to the direction of the fur
Step 3: dodge/burn the base color in the direction of the blue lines, going against the grain of how the fur will be. some colors don't burn well, so airbrushing some black or darker values may be needed before burning
Step 4: adjust the smudge tool to be the right small size, then smudge the colors along in the direction the fur grows, moving it back and forth quickly. start on the inside of the color ONLY. if you break the outside line, the color will fade and become transparent. save smudging the edge for last, continuing in the direction of the fur, maybe making it stand up some at points like elbows and shoulders. i also adjust brightness/contrast here sometimes, and other color tools to enhance colors a bit