So this was a free-time project that me and a lighter I work with were going to put together a few months ago. It got left behind because it was too time consuming to do in our spare time. Although there are many problems with it, If we had the time I think it could've turned out great. I have never made a tornado before so I did a learn a lot from this. We had no time for revisions so excuse the obvious problems.
Originally we had planned on it being in it's full funnel-state(which explains why it doesn't descend from the top). One of the things that I did was use Fume 3's ability to use Render-Warps to emphasize the twisting look.
The biggest problem I found was using geometry to emit smoke. Not that it was a problem but if you look at the top funnel you can see it causing blinking (due to the render-warp).
My best advice would be to layer it into different sim grids, because it's way easier to do parts than trying to fight 1 giant sim.