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Is there a hard cap for versatility? I’m playing a fury warrior and I’m thinking of increasing my versatility to 35-40% to be more tanky. Please advise and thank you.
Only in the sense that there’s only so much gear that has a vers weight on it.
There comes a point at which you begin suffering diminished returns and stat gains above a threshold are reduced to the point where it’s generally best to try other stats.
Recommend more active/aggressive CD trading and dstance utilization. 
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Hard cap on vers is 126% which isn’t possible regardless. All classes hit a soft cap at 30% vers, in which you hit a 10% diminishing return per point. To achieve 35-40%(39% you hit 20% diminishing return) vers you would need to forgo your 4 class set which usually applies more suitability through pressure or burst/sustained heals that outpace extra 5-10% vers. Gemming and 4pc is the best choice with the 5pc being craft/obtained statted as vers/xxx. Vers wep enchant is also an option. 9 socket gems available amounting a bit over 1300 vers (2-<3% below 30% vers and 1% over 30%). My math could be slightly wrong but not by much. PvP neck, non-crafted, provides some of the best vers allocation in the game, around 7k at 723 ilevel.
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Mental vers cap for me is 25% zug zug
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Conquest vendor pieces are generally vers weighted whereas crafted are 50/50
Another fun tidbit is that they’re a 723 ilev boe ring that drops from raid that can roll single stat, on the off chance you’d wanna pay 5 million gold for 11k vers 
i feel like you might be lacking as fury running a extra high amount of vers, but with crafted rings amulet, and the legendary cloak, a couple pieces of conq gear, you should be able to get to 40 easily, id stick with 35 tho, mastery is too important for fury.
The other thing you can do is run less vers, and sit in d stance all game if they look at you.