I lit the wolf on the jump shots everything else was live action. They are actually hybrid wolf/dogs. So I lit the wolf to match the environment. These plates are pretty heavily graded which was a challenge when lighting.
The theory for lighting is basically create a block light rig and light to a grey shader. This will give you a light rig which you can use to do some lookdev shading. What I mean by this is building a shading network and adjusting parameters to achieve the right look. So when it comes to fur and hair you have 3 things to think about. Reflection (R), Sheen (TRT) and Transmission (TT). I work with a shader built to Marschner's hair model.

So basically by lookdev I mean shading - skin, fur, teeth, claws, eyes, tongue etc etc. once I have a bunch of shaders that are working, I will start doing some primary lighting. This is just lighting with fur and all the trimmings. nicer render settings 100% LOD, etc etc. Then once I get client feedback I move onto secondary lighting which is the same as primary but including the client changes.