These Fusion CIS guys are damn smart with Realflow, so unless you don't buy their stuff it will take some years and extensive knowledge/experience to achieve these results.
In that regard FumeFX is much more suitable for fire and smoke, hence its name.
FumeFX offers great simulations for (pyroclastic) clouds and with wavelet functions you can obtain great details in relatively medium res sims.
Shock waves shouldn't be too hard to do either. Guess you can also do that with realflow with a bit of play, but I think naturally FumeFX lends itself better to this purpose.
However, there's one package which has it ALL and is also for $99 available with only a couple of restrictions: Houdini (Apprentice HD).
I'm strongly thinking of buying that and lock myself up with that for a year or two.
With Houdini you can do tree modeling, water, clouds, smoke etc. etc. and also offers nice geometry through displacements which can be rendered efficiently and superfast with Mantra PBR.
You can even write shaders yourself for this renderer in a language similar to Renderman shader language which even I do understand a bit with limited foreknowledge.
Also, a lot of its functionality also uses a node-based system, so the paradigm should be familiar, although Houdini really is a big step up.
Houdini Apprentice HD's restrictions are that you can't use 3rd party rendering, if you were to have Renderman, VRay or the like, which I don't.
Nor has it FBX export. Furthermore you can render animations at 1080p max and all of your project files are saved in the non-commercial file formats which can't be opened in the commercial versions of the software.
However, you can open commercial projects, but they will be saved in non-commercial format.
The amount of documentation is increasing and on Vimeo there's a great channel named "Go Procedural" where a guy from SideFX (with a very annoying voice/accent haha lol) gives great tutorials with good explanations.
Anyway, if I ever need a true HDR probe or backdrop then I can always revert back to a bit of TG.