Two more tips for working with Hair & Fur are as follows:
I urgently recommend turning off the checkbox Tip Fade in the Hair & Fur setting Material rollout while you're adjusting hair. Turn it on for the final render. Why do it? Tip Fade makes hair transparent towards its tip. This option make hair looks more realistic, and the overall feel of the hair is much softer, but the render time increases very badly.
Hair & Fur's tip and root color in the Material rollout affects applied texture. So if you want to use a texture for the hair color, change the tip and root color to white. Otherwise the applied texture will give the wrong colors.
As you can see I developed the whole image uniformly. I didn't break the whole process into defined blocks like modeling, texturing, rendering, etc. Every aspect has its influence on the others, so working this way gives you greater control over the image. I've tried to work in a linear manner (modeling-texturing-visualization) in the past and it leads to a lot of corrections and loss of time.
Once the modeling was done, I adjusted the materials and lighting. In ZBrush the final scene looked like Fig.07 and in 3ds Max it looked like Fig.08.
The main pass was a very simple setup: one target spot with the VrayShadow and Area Shadow checkbox on (Sphere 5cm), and GI on. Primary bounces for Global illumination was set to Irradiance map and Secondary bounces was set to Brute force. All the settings were default. To add a tiny light from the sky I changed the color of the GI Environment (skylight) override to a dark, non-saturated blue color in the V-Ray > Environment rollout.
Besides the main pass, I rendered a volume light pass. It is also easy to produce: apply a material with a pure black color to all the objects in the scene, then go into the Environment menu Atmosphere rollout and add a volume light effect. In the settings of this effect pick the light that you want to produce the volume light. A few notes before you hit Render: the volume light effect only works with direct, spot and omni lights, and shadows of the light source should be set to Shadow Map. Once everything is in place, you can also play with the settings in the Volume light Parameter rollout to achieve different results.
How I coped with it can be seen in Fig.09.
The rest of the work was done in Photoshop. Now you can see what the volume light pass was rendered for. I changed its color towards a blue hue and applied it over the image twice in Linear Dodge mode set to 43% fill. Why twice? The second one, as you can see in Fig.10, has a mask, therefore it effects only nearby light sources. This setup gives a feeling of a gradual lost of light.
Once I'd painted in a few more details, the image was done (Fig.11).