I didn’t just come up with this theory; I have what seems to me to be a compelling argument. Do you remember in Season 3 that Eleven entered the mind of the possessed Billy? So, when the Mind Flayer vaporizes the victim’s consciousness using Billy as an example, a red storm rages in the victim’s mind. And in season 4, when Max or Eleven were in Vecna's mind, we saw that everything there was red and black with dust and storm.