Do you need particles? What sorts of things do you want the tornado to do? This is done mostly within a world space material that is sampled by concentric spherical shells that follow the player.
If you only need 1 tornado at a time, I can dig this out of the old project, make it usable in 4.9 and add some comments. You could control things like location/speed/turbulence through BP with a material parameter collection. Shouldn’t be too hard to hook up to clouds or add dust around the base.