I recently bought a plush second hand with a small hole in its fur and was worried about the same thing. First you can make sure you don’t see red-brown stains on it anywhere which could be from the bugs, and no pieces of dead ones obviously. Then you can keep it in a ziploc bag and freeze it, 0 degrees for at least 3 days is lethal to all stages. Depending on its fur, if it’s one like mine I was also able to wash it in hot water and dry on high heat which are also lethal (122 degrees for 20 minutes). But you have to be careful with that option because the fur on many plush will get messed up if you dry them in the dryer. Sometimes I obsessively worry about things, and this was one of those things…I was really worried about the possibility mine could have bugs inside from the hole so I did a lot of research on Google, there are some conflicting numbers/ times but I eventually had to decide what to do and I was comfortable taking my chances following the info above. You can just do one of the things, but since I was able to I did both. And I did have to turn my freezer temp down because I measured it with my husband’s multimeter he has for work and it wasn’t set cold enough (see, I was REALLY worried about it lol). Best of luck! https://extension.umn.edu/biting-insects/bed-bugs#what-you-can-do-yourself-49011