To further dwell on my comment, imagine the steps you'd need to do to shelter correctly in that situation:
You would first need to get yourself completely awoken, while you would assume adrenaline would do that, most people just don't understand the threat of a high end tornado.
Then you would need to find an actual structure to hide in that is sturdy, which further decreases survivability significantly as most people don't know where structures like that are. Storm shelters are also probably rare in that specific region assuming soil is similar to how it is down south.
Because of all this surviving a tornado in these circumstances seems basically almost impossible IMO.