To fluff the Lana thread, I used a piece of velco.
The settings on my embroidery software (Xpressive) for using Lana:
Complex fill:
medium density,
stitch length: 80.0 pt
Underlay:
Perpendicular, 80.0 pt density.
stitch length: 80.0 pt
Needle size: 100/16
Medium wash away stabilizer, solvy on top