Looks nothing like the real thing.
But either way, all it is is a mass of meshes with a customized material on it and some volumetric fog to fill gaps/areas.
Focus on just the cone, the bottom portion and top vortex should come after - and are mostly niagara effects.
Start with making a mash.
You unwrap a single plane so you have the UV orientstion you want (right left?bottom top? Up to you). Then stretch/rotate the plane swirling upwards, and duplicate it as required to reach the top while preserving texel density.
Theny you duplicate the whole thing and rotate it by some 90deg (or to taste, maybe even duplicate twice/3 times) so that you end up with no visible gaps.
At that point you import in the engine and start on your material.
Simple cloud texture from photoshop set to opaque without any really dark black peaks will suffice (play with levels, make balcks lighter).
You then pan that texture upward and it will give the impression of it swirling (when it really isn’t).
The rest of it is the hard part.
You got to get it to play nice with lighting, have some normals to offset said light like if it were a cloud. And you likely want to modify the base mesh to add one more - different UV - loop around it that you code the material to loop with high transparency - gives it the effect of passing cluoud clumps being swirled up around it.
Then theres some volumetric fog, which you really kindnof need all over the place to better sell the effect. You can use post process volumes and material maths to define the areas where the fog exists.
Or you can skip that and make a funnel like mesh that you add around the base of the tornado generating the widening. Same idea there, material that lerps coulds in opacity will get fairly decent results for much cheaper than volumetric fog.
Then you add the niagara stuff. You create a flow map and tell niagara to spawn particles that swirl up to the top and then let them freely simulate a fall.
It not that hard, it just takes time, and learning things… which if you have no time can be hard…