Hi,
I think that this material is fulgarite.
It forms naturally in desert areas.
It is made from sand which has been heat fused into glass by lightning strikes to the ground.
You can find huge chunks, then as the energy of the strike disperses you find these smaller tubes, then strands, then fillament.
I have attached a pic of some which I gathered near to Erg Chebbi.
I hope that this may be helpful.

**Evelyn, If you would like a sample for your records drop me a line!
S x