Here the weather it's not so hard, so usually here the common shelter is the mountain's one: "refugio de montaña"
Rusty's one (Corrected) Refugio contra condiciones metereológicas extremas
or david's Refugio contra fenómenos naturales are OK
But perhaps "refugio contra tormentas" or "refugio contra tornados" it's more simple, allthough it is not "severe"
greetings