I could not figure out what the powder is, until this idea occurred to me:
In many types of construction, the doorways are much stronger than the walls… and may be guarded. I believe the dust is drywall dust, and that the entry was made through a (blind?) wall.
I would love to know if the other rooms on that floor, with open windows, adjoin the target room.
This would explain the other open windows (only seen on that floor), perhaps to relieve the blast?
The dust would follow the direction of the blast, right out the window we have been looking at.
Good guess?