Dust devil maybe? I’ve seen those several times, never strong enough to damage anything.
I don’t know if this counts but I found a courtyard between buildings on Manhattan where there was always a swirl of wind at a specific spot from prevailing winds being funneled between buildings. A bunch of time I went back there I’d see a swirl of leaves and trash like a mini-tornado, always in the same spot

Maybe hail. At least one of the times I saw hail. It was a clear and sunny day without a cloud in the sky
Or a wall of rain. Once when I was a kid it was a race to get home: a wall of rain was coming through and I tried to make it back in time to stay dry