Stack with Hair & Fur modifier is not collapsed
For correct rendering in the Effects section, enable mr prim. In the fbx file there is a model without fur. For the missing items, there is a screenshot of the Hair & Fur settings.
Who works in V-Ray version lower than 3.1, be careful, in the materials in the BRDF section there is Microfaset GTR (GGX), if your version is older than 3.1, then the BRDF field will be empty. Choose Blinn, Phong or Ward - which is preferable for you. For Corona render, it is recommended to install at least version 1.5, as the glossiness of materials is adjusted with PBR in mind.