I have never seen fenris hair outside of Frost Caves. Which makes sense insomuch that it was introduced into the game with the addition of the Frost Caves. It may be that Fenris & Fenring are related, but they are not the same creatures. Fenring walk upright on two legs, Fenris walk on all fours. The Fenris in the caves drop the hair occasionally, but the Fenring outside the caves don't.