The technique they used involved cloth, which can be useful for detailed swirly flows. I don't think you will be able to get the swirly details you are after with fluids, although they would still be useful for other components of the simulation.
You could create long detailed nCloth meshes that attach to the girl. I would initially turn off self collisions on the cloth and make the gravity on the nucleus node low or zero. Also make the airDensity on the nucleus node high (the drag on the cloth will then be high, as if the cloth were in water). Stretch/compression/bend resistance on the cloth should be very low. You may also wish to make lift = 0 and increase the tangential drag a bit (say to .05 or so). As well a little damp and a larger amount of stretch damp will keep the cloth from acting springy.
Note that if you end up with a large number of meshes for the cloth it is a good idea to do poly combine on ones with similar properties before making them nCloth(fewer cloth nodes to deal with).
I would use a much simplified version of the character for collisions with the cloth and also on the nRigid node for the character use the wind field vortex feature to have the character swirl the air as she deforms, pulling the cloth along as if stirring up water.
One could use turbulence fields on the cloth for further animation or perhaps even use a fluid simulation applied as a field on the cloth, but that would require more work.
The rendering will be tough. You will probably want different layers for different elements to potentially blur when compositing. The shader on the cloth could modulate transparency with facing ratio for a smokey effect, in addition to making it more transparent towards the end of the cloth strip. As well one might wish to have the cloth emitting short lived cloud particles... for a high emission rate one might even hide the cloth and only render particles. Alternately one might emit from the cloth into a fluid node to make it more smoke like.
One other rendering idea... you might consider painting with some pfx smear brushes ... perhaps even attaching a maya hair system to parts, having it get pushed by the turbulence( lots of drag on the hair) and then assigning a smear brush to the hair system (turn write depth off on the smear brush for a better effect). This could recreate your photoshoped smear effects into the smoke, although would be a bit tricky to get the render without artifacts and with good volume integration with the cloth. (pfx brushes are rendered as post effect so need to be handled with that in mind)
Duncan