Mountains (and other geographic features) do not offer shelter or protection from tornadoes. At the link is a tornado photographed at Sequoia National Park in 2004, at an elevation of 12,000 feet:
http://tornado.sfsu.edu/RockwellPassTornado/index.html
They do when they more or less create a “rain shadow” and break up systems coming over them. Our weather comes from the Atlantic and the Gulf of Mexico here. Snow doesn’t make it over, all snowed out on the western slopes before it gets here. Tornadic weather in the Ohio Valley doesn’t get here. Tennessee weather seldom has that much effect. We get tornadoes but if they’re getting here from the west they’re coming up in front of the Blue Ridge from Georgia and South Carolina, so it’s more south-southwest.