Check all roof vents, around entry door, and yes the slide. Dust will enter any and all openings.
The bad part is dust can also come in through the window weep holes. The only way to slow that down is to put plugs in the outside in the weep holes when in storage and remove when you are ready to travel. But dust and water can also come in around the seam between the window that does not slide where it meets the sliding side and all around the slider too, especially in the track.
We have dust big time too out in the country and when we get 60+ mph winds it can be like a dust storm. All we do is just keep cleaning. We found trying to seal off the windows better didn't help 100% and was a pain so we just vacuum out the window tracks and everything else often. Before we take a trip we spend a several days cleaning, loading and going over all the systems to be sure everything is working ok.