It's just a lot of wind, darkened skies, and a bit of dusty swirls of foggy-looking sand swirls. I don't know why you may not be able to see the effect (like as you approach Hidden Valley the sky/light darkens) unless it has to do with video settings, but you're not missing too much. I think there are times when the effect isn't as strong (daytime perhaps), maybe you just haven't been there at the right moment.