I have never seen one either, and I have travelled all over E. Svealand. Do they only spawn at night?
I received a task from the Dwarf Guard in Audliten, he said they were to the Southeast, but all I ever found were dirges, thralls, ants, crabs, maulers, sneira-gatto, plague rats (on an island), and sveawolf mothers. Further to the east, of course there are the tomtes, and to the southeast, the envy drakelings...but no whirlwinds. Sounds like a a trip to Gotar, if you ask me.