To escape a sandstorm in the game, all you need to do is summon your hover bike. Then, you ride as fast as you possibly could away from where the sandstorm came from.
However, this escaping the sandstorm thing is actually part of a quest in the new Vera region. Your objective will be to head over to the specified location as shown on your quest marker. The catch is that there will be a sandstorm coming your way.
As soon as the quest starts, simply summon your hover bike and follow where the blue arrow on your vehicle is pointing.
Of course, you won’t be able to see things from a distance due to the sandstorm.
All you need to do is keep driving and just follow the arrow.