A fur shot is when the insulin is not injected properly, and some or all of the insulin is lost in the fur. This can happen if the cat jerks away. It happens to the best of us; I just had it happen the other day. One shouldn't give a replacement shot because there's no way to know how much insulin the cat already got. One way to tell if it happened is to learn the smell your insulin which is a pretty distinctive smell. After injecting, you can smell your cat's side, or you can rub your fingers near the injection site to pick up any wetness then smell your fingers.
So a fur shot is like skipping a shot or giving a reduced dose. All you can do is try again at the next shot time. If the insulin is one of the longer acting insulins (levemir, lantus), you can expect to see the impact of the reduced/missed dose for the next two cycles (24 hours).
laur