Here are a wind tips posts and video I did a while back - https://www.loveyourrv.com/10-tips-fifth-wheel-camping-extreme-winds/

A weather alert radio is a good thing to have plus there are apps out there. I haven't RVed in tornado-prone areas much but the times I have most of the campgrounds had a safe building like a cylinder block one with little to no windows to get cover in.

If you hit big hail on the road try and find an overpass or large building to for cover.

We’re RVing across America right now (been gone 1 month so far) and fortunately left Texas right before they started getting all their terrible weather. We listened intently to weather alerts from our Weather app and ended up leaving Radium Springs (north of Las Cruces, NM) a day early because of high winds that were forecasted to start up around noon. We have found that the winds are usually not as bad in the morning hours, so that is a better time to travel across places known for high winds (southern NM, AZ, etc.) We wish you the best. Vigilance pays off!!