Starship Asterisk*

Another use for Martian Dust Devils The intermediate view is the after image in the same light

Regarding both the color of the dust devil and the lack of apparent trail:
There's a HiRISE page here (click!) which provides the necessary information to answer both of these. First, the colors in this image are in infrared and visible light instead of just visible light. I've attached an RGB image for reference since the one on the site is huge. Also attached is a grayscale image in which the trail and more context is visible.