Do Effect Shaders inherently work poorly/not at all with hair? For an example of what I'm talking about, a (mostly) unmodded install: http://i.imgur.com/IMIShwZ.jpg

There's also a problem with fur on creatures, like: http://i.imgur.com/krPikpb.jpg

Is there any way to fix this? Any way to make a membrane shader more "full?"

Hair and fur have problems with particle effect shaders. Add a membrane shader to it.

Even then there might still be the odd piece not affected.