Tornadoes that moves slowly and pick up so much dirt are very dark when compared to other tornadoes. Waterspouts which is a types of tornado that occur over water bodies have a color that ranges from white to blue.
Tornadoes that happen in the flat region of North America grassland can be reddish due to the color of the soil in that area. While those that travel over a snow-covered land takes up the color of snows.

I wonder if an artist ever thought of coloring tornadoes using these properties of theirs! Like use lots of material made of different colors and throw them inside the tornado somehow 😃