Called in Scottish Gaelic oiteag sluaigh, "the people's puff of wind". It is also occasionally called a "furl of fairy wind".
When dust or straw is bourne aloft by swirls of eddy winds, it may be the fairy court travelling. It can be dangerous when encountered at night, for these whirlwinds have been known to pick up night travellers and send them careening across the skies, until at dawn they are dropped in some distant and unfamiliar land.
However, a protection against this is to toss one's left shoe at the eddy; this causes the fairies to momentarily lose their power of flight. Also, it causes them to drop whatever they were carrying, be it treasure, traveller, or stolen baby. Another equally efficacious means against eddy winds is to hurl the gravel or dirt underneath one's shoe at the wind.
Here is an Irish tale of a rescue done thus from the fairy king Finvarra.
A seer gifted with the second sight (taibhseis), resident at Bousd, in the east end of Coll, was frequently lifted by Fairies, that staid in a hillock in his neighbourhood. On one occasion, they took him to the sea-girt rock, called Eileirig, and after diverting themseves with him for an hour or two took him home again.
Black Donald of the Multitude as he was ever afterwards known, was ploughing on the farm of Baile-pheutrais, in the island of Tiree, when a heavy shower came on from the west. In these days it required at least two persons to work a plough, one to hold it, and one to lead the horses. Donald's companion took shelter to the lee of the team. When the shower passed, Donald himself was nowhere to be found, nor was he seen again till evening. He then came from an easterly direction, with his coat on his harm. He said the Fairies had taken him in an Eddy wind to the islands to the north--Coll, Sky, etc. In proof of this, he told that a person (naming hiim) was dead in Coll, and people would be across the next day for whiskey for the funeral to Kennovay, a village on the other side of Bally-pheutrais. This turned out to be the case. Donald said he had done no harm while away, except that the Fairies had made him throw and arrow at, and kill, a speckled cow in Skye. When crossing the sea he was in great terror, lest he should fall.
J.G. Campbell's Superstitions of the Highlands and Islands of Scotland.