It happens relatively often here in the French Pyrenees (it may double down as a Foehn effect going from South to North after passing the ridge line (which is horizontal on a map). If you pay attention, you may notice the result in one James Bond from the Pierce Brosnan era "Tomorrow never dies"; the opening (or second?) scene is supposed to take place in a rogue airbase in Somewheristan, but it was actually shot in an altitude airport in the French Pyrenees, just a day or two after one of those Sahara sand winds.

But this time, it was not just a fine dust. There is plenty glued on the house windows, and shutters, and walls. It was raining mud :-D Never seen that in over 40 years.