You can parent sprites to objects in Source.. can't you?
Just an idea, have you thought of making putting several dust-cloud sprites in the shape of a tornado (in rings, stacked upon eachother, that grow in size each layer) look at the image.
Shocking pic i know but it'll suffice.
Then parent every sprite to an invisible, spinning, non-solid brush in the middle, thus making all the sprites spin around but retain the tornado shape. It's a little hard to explain, but do you get it? Oh and i wouldn't go overboard with the number of sprites, i'd keep it as little as possible.