Any idea on how to create an sandstorm effect in Unreal Engine 4

It’s a post process material, you have to set the material domain to post process, should work after that. Then, add a post process volume to your level. In the post process volume settings, look for blendables, and add an element to the array. Choose asset reference, and then select the sandstorm material. Check the unbound box. In your project settings, under rendering, default post processing settings, disable motion blur and set anti-aliasing method to fxaa or you’ll get some ugly edges on foreground objects.