[smokingfrog]

At first glance it does look like smoke, but if that were the case there would be a shadow that matched the shape of the smoke trail.

[moose07]

If the angle of the sunlight is placed low to the horizon the shadow does match the dust cloud.
After reading your comment I had to have a second look, it does look right second time.

[LanaTurnerOverdrive]

I think that is the path of the twister, not its shadow.