I was told its the SIROCCO WINDS. "Sirocco A warm wind of the Mediterranean area, either a foehn or a hot southerly wind in advance of a low pressure area moving from the Sahara or Arabian deserts. Called LEVECHE in Spain"

this also goes over the canaries.

I think its called a 'calima' , covers everthing with sand and dust, we experienced this many years ago in pdla, its a hot wind, quite bizarre really ! can last anywhere between a few hours or a week so I'm told.

Some info on the calima caused by the wind raising sand clouds and drifting over to the Canaries.

Calima

The local population have, after a calima, have a great deal of cleaning up to do as you will imagine because the dust covers everything. The dust also gives rise to an increase in the temerature.

http://www.gran-canaria-info.com/wiki/tiki-index.php?page=Climate

try this, but some taxi drives still call it sirocco winds

It could be either

a Calima is a strong hot wind... basically its a sand storm blowing off the Sahara Desert so usually coming from the easterly direction.

a Sirroco is a very hot and very dry wind characterised by very low humidity levels as low as 20%ish and it usually comes up from a southwesterly direction.