Dust devil. I remember seeing one when I was five or six years old, only 3-4 meters away. Scared me real good.
I got hit by one when I was sailing on the Trent near Newark, Notts, last summer. (It was almost exactly a year ago: my boat log records it as 14th May 2020.)
It was a hot, almost a calm, day and my little 12 ft dinghy was making extremely slow progress upstream. I was keeping close to the bank to avoid the strongest current.
Suddenly I heard the surface of the water ruffling near to the bank. My first impression was that it was small fish leaping to avoid a predator. Then I noticed droplets of water rising a few centimetres like upwards rain, and swirling. I just had time to work out that it was a "mini whirlwind" then it hit me.
The boat went from barely crawling to pulling hard. So close to the bank, I had no room for manoeuvre, and with the wind direction completely unpredictable, I thought for a moment I was going over.
A few seconds later, the moment had passed. The boat settled down. I saw the disturbance of the water travel all the way across the river, becoming more violent when it hit the shallows on the other side. Then the dust devil crossed the field on the far bank, lifting bits of mown grass and straw which swirled slowly in a column a few metres across and probably 5 to 10 metres high.
I encountered a similar phenomenon maybe 15 years ago at a small local kite festival. Again, it was a hot, almost windless day. A few of us were hauling our kites up, hoping to catch some wind higher, but most people had given up completely and were sitting around with their kites laid out on the ground.
Suddenly "from nowhere" there came a short-lived whirlwind. Kites lifted off the ground, gyrated and sank back down; a table umbrella lifted out of its socket and travelled a few metres, colliding with the next table. The promotional flags and banners outside the vendors' stalls flapped violently. Then as quickly as it had started, it was over.
As I understand it, a dust devil typically occurs on a hot calm day. A layer of hot air forms close to the ground, heated by the sun and by the warmth of the ground itself. The hot air is trapped by a layer of cooler, denser, air a few metres up. Eventually, the buoyancy of the warm layer enables it to break through. Once it finds a gap, it all follows, swirling through the hole it has found, much like the bathwater swirls as it escapes down the plug hole.
I can certainly understand how earlier generations might have interpreted them as supernatural in origin. You go from no wind at all to a short burst of very strong wind, rotating and lifting things that would stay put in a typical steady breeze. It usually moves, sometimes leaving a trail of disruption, and then it vanishes. This could appear to be a djinn, or a spirit, or a demon, or a god, or witchcraft, or whatever else fits the prevailing cultural world view.