1. Start with making a wire base. Join a proper pieces of copper cable with a steel wire.
2. Cover the joins with an epoxy putty.
3. Sculpt paws, face, ears. Bake it, paint, cover with a varnish if needed.
4. Wrap the base with stips of a fiberfill. Stick them with sticking plaster and/or elmer's glue.
5. Cut pieces of fur in a proper size and saw them to the trunk.
6. Use permanent adhesive glue to stick face and another clay parts.