When I thought about the concept, I immediately remembered the Air Elemental from Heroes 5, and at the same time
@Stormswind sent me the same screenshot. Great minds think alike!
The concept looks quite simple and can be implemented on the Warcraft engine, but in practice you will have to deal with a lot of complexities and non-standard nuances.
To start with, I created a few "wind rings" that have Global Sequences and greatly reduced the transparency of the Tornado texture, called ShadowWalk1.blp:
I created a spiral and put it below the model, giving the bone the same position as for the tip of the tail, thus creating a nice rotation:
Then I copied this spiral, mirrored it and put it above the "head".
Then I made some wind rings of our Air Elemental V-shaped and some other A-shaped:
This allowed me to improve the silhouette of the torso and make the lower part look a little thinner, thereby giving the model a more anthropoid appearance for styling purposes
Below you can see what looks like an arm. Here I added some thicker wind rings to simulate thicker parts of the arms, such as the biceps and the beginning of the forearm:
And for the forearm I used 2 wind spirals: I mirrored them, cut a few ends, merged them with the hand wind ring and then I made the spirals thinner then the beginning of the forearm, thus giving it anthropoid look and making it look more expressively (because we'll need these arms for fights

).
Of course, I created fingers. We need 3, just like some Infernals have:
They are made of low poly rings, just like the hand part, because such small parts shouldn't be very detailed, especially when we're talking about an airy thing.
For this model I used
Global Sequence animation, making the bones will move everything that is attached to them regardless of animations. I used 2 types of Global Sequence for scaling and alternated rings to provide the model with an effect of "breathing" of the air.