A friend's Red Setter had a fluffy coat, apparently, due to being castrated when he was only about 6 months old, and, hence, he was deprived of the hormones to enable him (and his coat) to mature. This sounds reasonable. I assume your dog is a bitch. Was she spayed at a young age?
according to my vet .... NOPE!!!!
It will go curly if the fur has been shaved ... just as if a human's straight hair is shaved all off and can regrow curly.