I blew a couple of hifi fuses (ouch!) because I didn’t get slo blo. Rookie mistake. So I cut them apart to see what’s inside. It was a thin wire between two end caps. A piece of teflon tubing was shrouding the filament inside a ceramic tube. It seems other types of hifi fuses use mineral fill around the filament. And maybe some silver plated end caps for a good connection. Looks like a labor intensive assembly process hence the high cost.
My theory is they find some way to dampen the thin wire from mechanical vibrations. The wire itself is maybe high grade OCC copper plated with silver and is directional- just like certain cables.
The good news is, hifi fuses will blow if overloaded.