EDIT: As a side note, when I apply vray fur initially I am then unable to deselect it or select anythng else in the scene. I must click out of the panel to be able to do so.
Maybe it’s always been like that but I only just noticed.
A side note: in general, the VRayMtl material is not designed to be applied on fur/hair; you should use the VRayHairMtl for that, which doesn’t have this issue. I’ll fix the VRayMtl too, of course.