Tornados are a regular threat in some parts of the world (primarily the United States), and they present a special challenge for nomads: if your home is on wheels, where can you take shelter during a tornado warning?
A vehicle is not a safe place to be if you encounter a tornado. Seek shelter. If you can't get to shelter, don't get out of your vehicle; buckle in and cover yourself with heavy blankets if possible.
If the location of a tornado is known, and is far away, the safest option may be to drive away from it, at a right angle to the apparent tornado path.[1] If you can't get to a shelter in time (much preferred!), get your vehicle out of the traffic lanes and park as quickly as possible, but not under bridges.
Where tornados are common, mobile home neighborhoods may have a tornado shelter. If there's a college nearby, there is usually public access to large buildings with dedicated storm shelters (usually interior bathrooms) or basements. Or a hospital in a pinch, but they don't really want you there if you aren't seeking medical attention.
If you are particularly worried about tornados, you can generally avoid them by staying away from those risky regions during tornado season. People regularly snowbird to avoid uncomfortable weather, and there's no reason you can't apply that principle to weather threats like tornados and hurricanes.