Woolly mammoths had their characteristic woolly coat but they were about the size of modern elephants.

The Asian straight tusked elephant would have looked like a modern elephant but was 3.5 times the size.

You want something in-between their is the Columbian mammoth. It was about twice the size of a modern elephant and while probably not as shaggy as a woolly mammoth, it would have been regularly exposed to freezing temperatures so it likely was covered in fur.

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