No... this isn’t Him.
Get in the basement.
Tornadoes can happen anywhere.
If it's a tornado WARNING, then yes, get in the basement. "Warning" means a tornado has been sighted in the area. If it's a tornado WATCH, though, that just means the conditions are present for a tornado, but one has not yet been sighted. Not the same level of urgency.
This distinction is old hat for us midwesterners, but for those in the east, this may not be as familiar.
I was born and raised in Chicago, currently live in St. Louis, and have also lived in St. Paul, Minnesota, and near Lincoln, Nebraska, where I saw a lot of tornadoes. I spent a year on the Long Island Sound, in Greenwich, Conn., but don't recall any tornadoes from that time.
We've had several here in New York City in the past couple of years. Two just a few weeks ago, one in Brooklyn, the other in Queens.