File, by all means if you've already accepted this voluntary furlough. I have heard that the word in Mississippi right now is APPROVE ALL, let God sort 'em. Voluntarily furloughed due to corona virus is a little different than "just wanted to be off a while and work was slow." But.....even if you can get into the Mississippi system right now and file a claim, I CANNOT SEE any sort of serious adjudication going on of any issue. And even that doesn't mean that unemployment would work out for you, or be a good deal for you.
Because filing a cliam for benefits in Mississippi right now doesn't mean you'd be paid any benefits, even if you are approved for a LONG LONG time. They're definitely under a horrible unimaginable strain throughout that whole system of payment. So if you are able, I'd keep working. If forced to go home, told to by the employer, regardless of what they call it, it's THEIR decision that you can't work anymore, then you have to go home and try to file and worry and wait. People who haven't had to deal with it hear things like, "Oh, you just file for unemployment, that will cover people who are out, who have to care for their families, blah blah blah" and they pre assume that those things will work, that they're really there for you, that you'd receive money quickly or easily, etc. When that's NOT the case.