If it is just sand being blown by the wind, I wouldn't bother doing anything extra to my gear. It will survive. In the worst case, I note that your equipment (besides the D2x) s fairly inexpensive. Replacement cost shouldn't be that great. I'm guessing only 1 dSLR and 1 lens will be exposed.
I honestly do not think plastic bags will offer any protection. If anything, it may hinder your usage of your camera. Of course, this is entirely up to your creativity. For all you know, you may end up creating a product cherished by many.
If it is a real sandstorm, please take care of yourself first. I wouldn't be thinking about my equipment.