Possible Clues:

• (Fur of) a small South American rodent
• Punch and nip a furry creature
• Cold in country out East, getting fur
• Mate shelters cold rodent
• Prized South American rodent
• Aloofness seen in porcelain cat
• Furry South American rodent
• Animal having possible reason for fur coat in the country
• Fur keeps friend out of cold
• Feature film that's frightening, say, little furry animal