Thank you Dave Paul and Danita!
When I first looked at Cassytha filiformis it really looks like a match to me, but I am unsure now looking at some of the Cuscuta species, they do look very similar indeed. Maybe I just don't have enough other elements of the plant.
I think the shrub was blooming, but I took the shots in a hurry as I wasn't alone and cannot expect from anyone to wait for me at every step I see a plant to photograph!
