While under the effect of Cyclone, units cannot be targeted by attacks and most abilities. There are some abilities that affect cycloned units, such as Primal Split Storm's Dispel Magic and Fortune's End, although they do not deal any damage to them because of the invulnerability.
After being lifted by Cyclone, unit starts rotating counter-clockwise. If Cyclone effect ends normally, unit lands facing the same direction as he was before being Cycloned. However, if Cyclone is ended prematurely (e.g. dispelled by Diffusal Blade or Fortune's End), unit will land facing the same direction as he was while in mid-air.
The following abilities are Cyclones: