One of the issues that I ran into was when I brought the wolf into Unreal. When I was working in Blender, although not perfect, the fur looked coherant... it looked like it matched the base.
When I brought it into Unreal engine, the fur looked blocky and not quite right, even though an issue with transparency I had run into was resolved.

I worked through a sample workflow of bringing the texture into a plane and adding normal, specular and roughness maps. This helped and I did get a good effect, but when I repeated this on the wolf, it worked on only some parts and in other parts I was still ending up with a blocky effect.

Image_test with normal, specular and roughness maps - nice effect on its own but did not work added to the model 

Eventually I resolved the issue by rebuilding the mesh with a lot more planes and then, crucially, painting up the fur myself in photoshop using a specific fur brush rather than the clone brush, when I did this the transparency came through the hair strokes much more clearly and I got a more hair like effect.

Some of the attempts along the way

Final map with custom fur brushes