i remember wanting to make a new weather type for Valenwood, all it would do was make small green leaves fall from the canopy. (it'd look weird from above the trees though).
i'm sure a mesh that floats around the player is possible.
With scripting, I bet. In fact I'm fairly certain that is the way ashstorm already works, that is keeps that rotating wind mesh constantly around you. Just probably in a more hardcoded way rather than a "simple" script.
Vanilla weather would cause you to have to walk through a desert, where you would expect a nice sandstorm, with rain as your only option.
Wait, what? XD Have you taken a look at Region window and Weather Chances box, cause what you said in quote above makes no sense whatsoever.