|MadSci Network: Earth Sciences|
The real answer is that I do not know. I've consulted with a couple geologists and they also do not have a definitive answer without being able to examine the rock. But here are a couple ideas. We assume that the sand contained iron oxides that became fused during the lightning heating event. Fulgurites are funny and unpredictable, and it is not unusual for the insides of these structures to be non-uniformly fused such that there could be loose sand remaining. The black crust is possibly magnetite. We speculated that perhaps the small fibers you see are hydrated iron oxide growths such a hematite. There are cases where the lightning hit sand containing roots or other organic matter; this can leave unique imprints in the resulting fulgurite. Again, without seeing the rock, it is really hard to say. Probably worth taking this to the geology department at a local college or locating a local rockhounding club.
Try the links in the MadSci Library for more information on Earth Sciences.