The cat is asleep

Wool is made by Hair And Fur modifier, don't forget to change "buffer" to "mr prim" in Render/Effects in Hairs.

FBX file without fur, you'll find a screenshot with fur settings in the archive

separate material libraries for 3DsMax and FBX files

all texture paths removed

all textures are present, textures in resolution from 3000. Maps: Diffuse, Density, Scale