Used to get Saharan dust in Puerto Rico (when I lived there). Thin layer of black dust throughout the apartment that had to be cleaned every 4 days or so.
Are you sure it was dust from the Sahara? I used to get this in Panama, I always assumed it was soot from traffic and fires.
I know Saharan dust does reach Puerto Rico but after looking up the soot theory, it seems more plausible. I even found two local articles in Spanish about it (soot).