Beagler,
I have not had any fur damage with the 46 gr. Winchester Hollowpoint. When I do my part with my 40 gr. VMax load, there is none, either. I am speaking about coyotes only, I have no experience with fox.
However, if you shoot any plastic tipped bullet and hit a shoulder, it can look pretty nasty, and may not be fatal, even with the Hornet.
Case in point-first coyote of the year was a trotting female at 125 yards, (couldn't get her stopped, and she was just getting ready to bug out). I led her just a bit too much and put a 40 gr. VMax on the point of the shoulder with the Hornet. Very ugly splash wound. It was a young coyote, but it put her down long enough for me to get another shot into her. A bigger, older, tougher dog, and I may have lost it. Fur damage was extensive, and I felt terrible. Hindsight being what it is I would rather have not taken the shot rather than take her like that, but that's just me.
A shot in the boiler room with the Hornet at reasonable ranges should not, (I say should not!), exit, and put the critter down.
Just my experience!
Tim