I was driving today on a mountain road; I passed a quarry and the road became very dusty; I didn't make much of it. I pushed the car a bit (I love to see those light on the steering wheel) and I see in my rear view mirror a lot of smoke coming out of the engine! Took me a few second to realize that it was actually the dust from the road that somehow got sucked in the engine bay (there was really a lot of it); it cleared out pretty quickly; but those were some scary seconds!
I wasn't coming from the exhaust it was in the engine bay. I don't think there is anything wrong with the car; do you?
Still would check the air filter. There's a thread about checking and cleaning the air filter in here somewhere that I remember reading.
I doubt that the dust you saw in the engine bay traveled through the engine. If this was the case then you would see/smell other gases from such a leak. Is there an unfiltered vent (for engine breathing) that opens into the engine bay? This is my guess.
Plenty of road debris, including dust of course, enters the engine bay. I usually detail the engine bay with the rest of the car, and even after a short drive, there is always grime in there. Just a characteristic of the car...