Well, in his 2nd fables video, he says that that was a joke. But him saying he's not is the only evidence towards his case.
If you ask me, they are likely a furry. I say that because one year for Vidcon, they wanted to wear a disguise, and he had a furry character in that same video mentioned earlier for a joke. He had that character made into a partial fursuit.
Why that character? He said it was $2,000, and that's a lot of money to spend on a joke. Out of all of their characters they could have gone as, they chose the furry.
That is the single biggest piece of evidence of you ask me.