YHWH did not spring up out of the air.
You are right, the deity was an import from the southern region of Midian, Edom. This is consistant with the earliest references to Yahweh inside and outside the OT.
"O Yahweh, when you went out from Seir, when you marched from the land of Edom, the earth shook and the heavens poured, the clouds poured down water. The mountains quaked before Yahweh, the One of Sinai, before Yahweh the god of Israel" (Judges 5:4-5).
Yahweh from Sinai came, he beamed forth from Seir upon us, he shown forth from Mount Paran. With him were myriads of holy ones, at his right hand marched the gods (mymn 'shr 'lm, corrupted in the MT but reflected in the LXX)" (Deuteronomy 33:2).
God came from Teman, the Holy One from Mount Paran. His glory covered the heavens and his praise filled the earth. His splendor was like the sunrise; rays flashed from his hand, where his power was hidden. Plague went before him; pestilence followed his steps...Were you angry with the rivers, O Yahweh? Was your wrath against the streams? Did you rage against Yam when you rode with your horses and your victorious chariots? You uncovered your bow, you called for many arrows... Sun and moon stood still in the heavens at the glint of your flying arrows, at the lightning of your flashing spear" (Habakkuk 3:3-6, 9, 11).
The imported deity was conflated with Palestinian gods El and his son Baal to become a new deity with elements of all three, (ie. warrior, storm god, Most High).