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Sandstorm is acheived through fogs. You can also try my Weather script, found in the Downloads section, although it does not have sandstorm, since, as I said, there are two perfectly good sandstorm fogs for use in the RTP.
Have an event with a Change Map Properties command, set the fog to either Sandstorm1 or 2, and give it an SX and SY that moves it across the screen and slightly down.