An interesting question. I had to go look up the definitions for these specializations. From what I can gather, Arms expertly uses two-handed weapons and high mobility, Fury goes berserk with two weapons, and Protection uses shield-and-weapon to protect allies.
Fury 
Fury may be the most obvious option for a worgen. This may use their worgen skills to the most advantage, and a worgen Fury would no doubt be stronger than a human Fury. A worgen’s sheer superhuman strength, speed, and of course rage is a common theme in all worgen, so there is no doubt Fury would be the cleanest fit. However, where Fury may have the post appeal to a worgen, there should be plenty of reason to lean towards one of the other fighting styles.
Arms 
Arms seems to use twohanded weapons, ie longswords, heavy axes, and polearms.
Darius Crowley used only a rifle and his fists, until the worgen curse. When he became a worgen, he had the strength to wield a giant gothic longsword, far larger than any human could manage.
Genn Greymane is much more adaptive, and uses a few fighting styles. Sword-and-pistol, Sword-and-claw, or claw-and-fang.[2] Ingame, he is typically seen using a sword (Stormwind, Gilneas), until he shapeshifts into a worgen, when he either keeps or drops the sword in favor of free claws (Broken Shore, Stormheim). In Wolfheart, he leads the Gilnean Worgen into battle following Varian Wrynn, and uses a sword in his right hand, and the claws of his left. This comes in handy, using the sword to pierce Horde armor, and claws to rend flesh. While perhaps not canon to World of Warcraft, more of his combat style is seen in Heroes of the Storm, where he uses sword-and-pistol in human form and just claw-and-fang in worgen form.
Goldrinn Defenders[3] are the third possible example I can think of off the top of my head. While not worgen themselves, these tauren orcs and humans - just like Ian Duran and Tarik Ragehowl - worship Goldrinn and protect his shrine in Hyjal. They dress in armor and furs, and wield halberd-like polearms.
In all three examples, skill and experience is expertly used hand-in-hand with the worgen curse’s powerful gifts. Whether it is expertly wielding a formidable weapon suited to your body, or being adaptive to the situation.
Protection 
I cannot think of a single worgen character that uses a shield. And I will not reference RP characters. However, I’ll look to Goldrinn for this one again. The traits of the worgen curse (from the fur to the rage) all come from the wild god the curse links you to, being the wild god Goldrinn. But Goldrinn is no mere savage, he is in fact described and depicted as a noble guardian as well. It is from Goldrinn that the worgen get all of their animal instincts, including Guardianship, which Varian himself - as Goldrinn’s champion - felt towards his son Anduin to the extent of over-protection.
His is the spirit of the hunter, the animal instinct that kicks in when wild things smell food or feel their children are in jeopardy.[6][7]
In this regard, a worgen may present themselves as not just a fighter, but a guardian. Be it warden of a territory, parent of a child, leader of a people, or a dutiful guardsman. In this case, if the instinct of guardianship is already strong in a character, it may be enhanced tenfold with the worgen curse.
Sources
[1] Darius Crowley’s Longsword
Comic:
https://i.imgur.com/wo2iXCZ.jpg
https://i.imgur.com/4UYF3eB.jpg
https://i.imgur.com/ZGUSkFI.jpg
[2] Genn Greymane
https://i.imgur.com/PZPpYUd.jpg
[3] Goldrinn Defender
https://www.wowhead.com/npc=39637/goldrinn-defender
Thanks for the question! I haven’t had to consider worgen weaponry fighting styles for quite a while now. I’ll be on the look out for any worgen using shields, but I’m going to guess that any extra armor or shields would weigh and slow down a worgen, defeating a worgen’s primary advantage in combat; speed and agility. Races that are slow and strong to begin with, ie Tauren or Dwarf, have more in the way of shieldmen and shieldmaidens.