Local ship IS retarded, lol. And West, you fuse for wire capacity at the batteries, you fuse for the amps rating at the amps + terminal. Although fusing 4/0 is probably an undertaking in itself, lol. Which would also explain why I've seen people with that exact wire ran without fusing. Which of course I wouldn't recommend. Fusing the wire anywhere inbetween the wire capacity and the amps rating, at the batteries, would work fine, op.The way I fuse wire is based on the amps you are running.
Fuse shouldn't be much higher than all the amps current draw. Which you can tell by looking at your amps fuses.
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Local shop is retarded.