The full text of Heavy Fur is:
Population loss due to Cold is reduced by 4 on this species. For example, in the Ice
Age Climate zone there are 4 Snowflake icons representing 4 Population lost due
to Cold. A species with Heavy Fur negates all 4 of those Snowflakes and loses no
Population loss due to Heat in the three hottest Climate zones is increased by
1 for this species. For example, in the Scorching Climate zone there are 4 Sun icons
representing 4 Population lost due to Heat. A species with Heavy Fur loses
5 Population instead.
So it will affect Tropical-Scorching, but not Warm or Temperate.