Alexander Haig, former secretary of state, looked at the lavish furs last night at the Canadian Embassy fashion show, dinner and dance, and said: "Last year, my first out of government, I was finally able to buy my wife a mink coat."

When his white dinner jacket, the only one of the evening, was duly admired by a guest who thought it set off his tan, he said, "If I'd known we were going to eat outside, I would have worn my plaid one. You can do a lot of things when you're in the private sector."

In matters of the public sector, Haig said the current State Department chief, George Shultz, "has my full support--in my prayers." And he added that he thought Deane Hinton, the U.S. ambassador to El Salvador who has just been asked to resign, "has been treated shabbily."

Haig wasn't the only man there surprised to see his first fashion show. Sondra Gotlieb, an author and wife of Canadian Ambassador Allan Gotlieb, admitted that the invitations said "extravaganza" but nothing about the full-fledged fashion show, which was presented with what seemed to be a cast of thousands. "Between the time we sent out the invitations and tonight, it just grew," she said.

NBC's David Brinkley said he liked the furs best of all. "And I'm afraid my wife did, too."

Along with administration types such as Charles Wick, director of the U.S. Information Agency and his wife, Mary Jane; Supreme Court Justice Sandra Day O'Connor; Attorney General William French Smith and his wife, Jean, were other well-known figures, including Eunice and Sargent Shriver. Eunice Shriver said that after the opening of the Design Center here, of which her family is the major investor, "I wanted to go home and throw out all my furniture and start again."

All the Canadian designers of the fashions on display were there, including Dr. Pauline Raymond of Montreal, who designs printed suede clothes and is also noted for her work in cardiovascular disease. "Stitching in surgery and in sewing are similar. You want to make the neatest seam you can."

Other designers showing fashions were Amsel & Amsel, Vivienne Poy, Alfred Sung and Catherine Regehr.

Countess Ulla Wachtmeister, the wife of Swedish Ambassador Wilhelm Wachtmeister, accepted admiring remarks on her evening jacket and acknowledged, "I made it from a long coat. I like interesting fabrics, but I thought this one was too much long. I like to make my own clothes, because I don't want to see myself at the party. It's also cheaper."

Jerry Murphy, manager of the Washington Neiman-Marcus, and Barbara McKibbin, executive editor of Vogue, sitting at the same table during the candlelight dinner around the embassy swimming pool, exchanged approving remarks about the clothes.

But politics and fashions weren't the only topics. One person who had just read Sondra Gotlieb's new mystery novel expressed the hope that no dead body would be found on the second floor, as happened in her story. "And no one even fell in the pool," said Gotlieb.

She said she'd finished writing "A Woman of Consequence" before they came to Washington. "I don't have time to write novels here, only short things," she said. She was wearing a dress by a designer who had work in the show, Maggy Reeves, one of her favorites.

Abigail McCarthy, also a writer, said of Gotlieb's book, "It's so witty. And it gives a really different picture of what their Canadian bureaucracy and ours are like."

During the elegant seated dinner, the guests did not know that several people had died last night when an Air Canada flight caught fire and made an emergency landing in Cincinnati.