Had that with my Nissan 4x4 Pickup a few years back. We called the area (in the Meadowlands - NJ) Red Road - The dirt was actually clay that when heated from the exhaust system baked like ceramics do and sort of become welded to your truck. I know people that bring super soakers and wash it off as soon as they come out of the trail.

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2001 Xterra 4x4 SE Yellow