After the 2011 tornadoes in the Southeast US, many communities built above-ground shelters (think "bunker"), with the downside being going any distance to a shelter is likely to be more dangerous than staying where you are. Also, many homeowners bought smaller above-ground shelters (think "steel pill-box").
You cannot reasonably build solidly enough to withstand a high-level tornado unless you're talking underground bunkers, which are not an acceptable answer.
It seems a concrete dome would also work if digging a bunker is too expensive. Yes it’s not pretty, but not being afraid of dying during the next hurricane season must be worth something. A small dome can’t cost much.
Sure. Building a reinforced shelter for tornadoes, nuclear attack, etc. may make sense. Historically, in the US Midwest that meant going into the basement. But you don't live there.