  In this paper, our main aim is to investigate the strong convergence for a
McKean-Vlasov stochastic differential equation with super-linear delay driven
by fractional Brownian motion with Hurst exponent $H\in(1/2, 1)$. After giving
uniqueness and existence for the exact solution, we analyze the properties
including boundedness of moment and propagation of chaos. Besides, we give the
Euler-Maruyama (EM) scheme and show that the numerical solution converges
strongly to the exact solution. Furthermore, a corresponding numerical example
is given to illustrate the theory.
