These are steam devils (albeit larger ones), small-scale vorticies on par with dust devils/fire devils. I don't think I've even heard a term coined for them, "volcano devils", maybe? The steam/ash clouds are stretching simple low-level vorticity rather than having mesocyclones or any type of storm structure. I wouldn't go so far to call these tornadoes, not even landspouts - I think a 'devil' vortex variant is more fitting.
I think the thick condensation funnel on the Hawaiian one is due to the copious amounts of steam rising off of the near-boiling ocean surface (warmed by direct lava contact) - the air over the ocean is likely near saturation at that spot.
Pretty awesome photos/videos nonethless...