Little is known about this monster. It is supposedly the final boss of the game.
In the "Monster.plist" document, we can only see 224 monster data, but we are able to find a image of Fury called Fury-hd.png. This is just the same case like BlackDragon.png (Overlord: Fafnir), GreenDragon.png (Overlord: Quetzalcoatl). That means Fury is not a real monster, but a comouflage of some other monster.
Check the document of "Dungeon_15.plist" and "Dungeon_15b.plist" (the documents of Abyss respectively from 1st floor to 210th floor and from 211st floor to 999th floor), the only Overlord data we can find is Fafnir (named fixedEncounters), so it means this one is not a common Overlord. So far, I am not able to find the random mechanism of Overlord in the document. Maybe the Fury is a monster prepared for the new version serviced as the Final boss, or maybe in the newest version we use, we could find something like the images below: