I haven't heard of a tornado in the mountains but we were hit by a dust devil last year. Peak wind gust can be over 100 mph and yeah, the rig gets a rocking. It bothered me the first time and even woke me up at night. Now I might pull the nose into the wind if I know which way it's coming from.
What I wont do is hitch up and head out in winds like that. I've had freak gust move us half a lane and all I could do was fight it and be thankful no one was next to me. That lasted seconds, there is no way I'm driving in it for hours at a time. Our last trip we sat hitched up for seven hours waiting for a high wind advisory to end.
That's just wind. Tornado, fire or flood and it's screw the trailer and get out of there. Not only does it take time to hitch up, you will be slower under way too. My luck I'd get it stuck taking a rough trail too fast and it would block someone else from getting out.