Uh, that's pretty weird. The only thing that comes to mind (and it's a long shot) is that perhaps one of the bolts was galvanized? Zinc can give off whitish fumes when heated... If you were pulling parts out of a big box store sometimes the stock gets all mixed up and you might have ended up with two different bolt materials? Seems like the texture would have been a give-away, but I have no other ideas.