Since fourrure is female I would expect "une fourrure grise claire" but my text book says "gris clair", why?
When a color is made up of more than one word, the adjective is invariable and does not change according to the noun as you would expect.
For example, les yeux bleus would be les yeux bleu ciel.
More information: l'accord de l'adjectif de couleur in this question.
It's a rule: when the adjective is a compound there is no agreement (Obs).