How would I select this squirrel to include the tail fur that stands out?

If you are using the AI masking in Adobe Camera Raw and it isn’t good enough on hair, you might need to use it in Photoshop where there is a Refine Hair option. This can take three clicks with Select and Mask  in Photoshop. One click to open Select and Mask, another to click Select Subject, and a third to click Refine Hair. (Changing the mask View Mode is optional but useful.)

If the hair selection is still not good enough, you can go in and work it manually in Select and Mask, using a combination of the Radius/Smart Radius and the Refine Edge Brush tool which is designed for difficult edges.

As a related question.  Can a mask mde in Camera RAW be made into a slection?

By @mangurian

It is not possible to convert an ACR mask to a Photoshop mask. Hopefully they are working on that, we don’t know. But one thing you can do is open the raw file in Photoshop as an ACR Smart Object, and you can run Select and Mask on that.

I wonder if Select Focus Area would work well on this image?  I think at least some manual masking/selecting will be needed, this looks challenging for any automatic process.

If the "select object" method doesn't have enough squirrel-based samples in it's A.I. database, I guess it's back to good old magic want and lots of painting on layer masks. I'm not sure, since I use ACR like once a year, but if I'm not mistaken you should be able to append the mask as a custom channel. There must be a button somewhere. Then again I could totally imagine it...

Mylenium