You will find him in Necrohol of Nabudis behind the Door of Loathing. You can open them by using Medallion of Love, but first you need to get it (look in "Nabreus Deadlands" part).
About 90 000 HP
Resistant to Libra,
Vulnerable to Water
Fury has Dreamhare's form, but don't underestimate it. Especially his Bunny Slam, that gives huge damage to one of your characters. He uses: Time Requiem, which causes Stop at everyone in range, Hero's March, which gives him loads of buffs in a second (Shell, Protect, Faith, Bravery, Haste). Before the battle ends he uses Bacchus's Wine on himself and his defense and strength increases.
Use two characters with berserk on short distance and one wizard on long distance. Now the fight shouldn't take too much time. Wizard should heal heroes with Berserk and use Dispel on Fury at the beginning and when Fury uses Hero's March.
After defeating enemy Lusterless Medallion gets a shot of power (it becomes Medallion of Might if you defeated Humbaba earlier).
You will get 2100 gil and Bacchus's Wine as a reward.