It does not require much to shelter a cow. A simple wall of tin is often put up for them to take shelter behind. With some hay, cattle can survive as the hay is broken down in the stomachs by bacteria and produces heat in the body.
Wind is the killer.
Ever notice how buffalo face the wind but cows will turn their tail to it.
I've never observed buffalo behavior in heavy weather, so I'm not familiar with what you describe.
A buffalo's tail is comparatively small in comparison with the rest of the body. I wonder if that explains the difference...