The warm, dry and dust laden winds blowing in Great Plains of U.S.A. are called:

Concept

Local or regional winds are given distinct names based on the specific area where they occur and their characteristic temperature, moisture content, and particulate load, which result from local topography, the source air mass, and nearby land or sea features.

Application

The Great Plains of the United States is a large, semi-arid interior region prone to strong pressure gradients and periodic drought. During such dry spells, warm, dry air sweeping across the region picks up loose topsoil, producing dust-laden windstorms known as "Black Rollers" (also called "black blizzards"), most famously associated with the severe dust storms of the 1930s Dust Bowl.

Cross-check: contrast with the other options

• Brick Fielder: a hot, dry, dust-carrying wind of southern Australia (around Sydney and Melbourne), not the American Great Plains.

• Sirocco: a hot, dust-laden wind originating in the Sahara Desert and blowing north into the Mediterranean and Southern Europe, not North America.

• Mistral: a strong, cold, dry wind blowing down the Rhone valley in southern France — cold rather than warm, and confined to Europe.

Therefore, the warm, dry, dust-laden wind of the Great Plains of the U.S.A. described in the question is the Black Roller.