It's a given that you can't research something that doesn't exist, in this case the shape-shifting nine-tailed fox. I'm looking into potential health issues as a result of the spine branching off into multiple tails. Does something like this occur in nature or in a lab, or perhaps has someone postulated on this before?
http://messybeast.com/polycaudal/polycaudal.htm Cats with two tails. I'd think though, that given this is a natural shapeshifter, that the body wouldn't have adverse effects regarding the shift. Especially as it's a magical thing. Though if it's a plot point for you I'd say the adverse effects would mainly effect the shape shifted form as that's the form that's breaking the norm.
