Using VRayMtlHair3 shader with nHair in Maya

Software:
Maya 2018 | V-Ray 3.6

1. Select the nHair object.
2. In the Attribute Editor, in the hair system shape attributes.
   Open the Attributes menu, and choose VRay > Hair Shader.
3. Create a VRayMtlHair3 shader.
4. Connect the shader to the Hair Shader slot under VRay Extra Attributes in the hair system Shape Node attributes.

Related:
V-Ray for Maya and XGen