I don't know about the first one, I guess you should make it gradually fade out but I can't help you with how to do that.
As for the render times - Fur is pretty damn heavy so it's natural for render times to go up.
If that's not your final render lower the quality and the resolution so you will save lots of time for the test renders.
Also make sure the render settings aren't too high where they don't need to be.
Benny