Warnings have happened to me twice in 10 years. In Sarasota, the RV park where I stayed, had shelters throughout the park and instructions in the literature they passed out as you registered. That included unhooking the electric in your RV and storing the cord. The other time was in Georgia, south of Atlanta. The owners went from RV to RV, telling us about the reinforced tornado shelters which were also the restrooms and built out of solid concrete. The tornado didn't happen at either place, but in both cases, I was where they happen often. For that reason, I have a battery powered weather radio.
At least in the Florida, many of the rest areas have reinforced weather shelters. If I had to pull in, I'd park between a couple of semis, and go inside the shelter.
Almost anyplace is better than staying in the RV, even a ditch.