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You can see in this photo there is a clear grey spot above the boats.
I did not notice it until I got home and imported the photos for post-processing.
Here is the shot right before this one. As you can see the cloud were a bit grey to begin with.
In total there are about 20 photos affected.
I wonder if there is any tip or suggestion to help photographers to catch issues like this earlier. I honestly did not notice it in either the viewfinder or the LCD screen.
The dust isn't on the lens — it's on the sensor. Dust on the lens will not resolve so clearly.
To check for it quickly, set your aperture to the smallest your lens can support. (Small apertures have large f-numbers, like f/22.) This will keep the light striking the sensor to a straighter angle, which in turn will make the dust (which sits on filter layer right above the sensor) resolve most clearly. Then, take a picture of something bright — plain blue sky is ideal.
Any dust should jump right out. In most cases, the built-in sensor cleaning will shake that off, but it's a reasonable idea to carry a (high quality) rocket blower if it needs a bit more. And if that doesn't work, make note of it (keep your test frame!) and resign yourself to touch-up in post
Note that the opposite to the above on aperture applies — if you shoot at wide apertures, any dust will be less apparent, and may even be completely hidden in some scenes. This is actually why the dust isn't apparent in the live view image on the LCD: what you see there is done with the lens wide open even when the aperture is set to close down for the picture. If you know already that you're dealing with this, you can plan to use a wider aperture so the dust is also less obvious in the captured image.
I agree with mattdm, dust in images are usually found on or near the sensor. They are usually visible at small apertures, like F16-32. Some thoughts and points to consider on this topic:
You can avoid problem apertures with aperture priority. Dust usually isn't visible in photos taken with apertures larger than about F8.
Check for dust proportional to how often you change lenses. If you rarely change lenses, an annual checkup may be good enough. I proactively check for dust only when I see questions about dust, like this one.
Use a preflight checklist before important shoots. Include a sensor check on the list of tasks.
Avoid changing lenses in dusty environments. Walkabout and superzooms do have their place. There even exists an EF 28-300/3.5-5.6 L lens. (I want one...)
Check for dust after shoots in which you changed the lens while outdoors. You can check immediately after changing lenses if you like. But resist the temptation to make it worse. (When resistance is futile, it's better to not bother checking.)
To check for dust: Turn off image stabilization. Use a longish lens. Set the smallest aperture and lowest ISO. Set the minimum focusing distance. Point the lens at a white wall that's reasonably far away, and take a longish exposure while moving the camera slightly.
Or you can set exposure to infinity and move a translucent piece of plastic around close to the front of the lens. Or you can use your white balance card. Then you can use the dust-check image to set custom WB on cameras that are able to.
This should be more reliable than using the sky, which may not work well on cloudy days.
If you notice dust when out in the field, avoid the apertures it's visible at. If there are many spots, consider turning off IBIS to make batch removal easier.
Later, you can pull out all images taken at problem apertures for separate processing. The healing brush works well if there are only a few spots. If there are many, consider creating a mask from the dust-check image that can be used with an in-painting algorithm.
Resist the temptation to mess with the sensor outdoors. If you must, use a blower in a clean, indoor environment. Resist the temptation to touch the sensor without appropriate cleaning tools on hand.
Most modern cameras automatically attempt to shake off dust when turned on and off. There's little chance that manually engaging the cleaning function will make any difference because if it could remove the problematic particle, it would already have done so.
To clean the sensor: Filter the air in the work environment. Use a blower before attempting wet cleaning. Consider wetting the cleaning swab with a drop of plain distilled water instead of other solvents. (It's inexpensive and contains no additives that may complicate cleaning or damage equipment.) Resist the temptation to keep trying if you can't get the sensor perfectly clean. If you want to concentrate on removing specific particles, remember images are upside down and backwards on the sensor.
