when you got your back box fitted was this before or after the rear diffuser was put on?
Mechy should of align it up correctly to the hole, mine took a while getting it flush.
The hair like material, which i believe to be fibre glass which is like hair, this is from your silencer/muffler, it's a sure sign that the exhaust inside has corroded and soon needs to be replaced.
If you don't replace it there is a chance deadening material will block the exhaust and cause a loss of power as more back pressure and fumes will build up.
Worst case Scenario