What you did.
Actually, underpasses are considered especially dangerous in tornados because, if one hits, at some point wind and debris will likely be funneled (so to speak) to higher velocity than it is out in the open, right at you.
In that situation you describe, I’d try to find an open spot at a 4-way intersection from which I could flee at a right angle from an approaching tornado. And / or scout out a ditch to get into if fleeing fails. (Hopefully it is not full of flood water!)
If the storm is rain-wrapped or it is nighttime / dark, and you think and a funnel is approaching, find a ditch . Wet is better than dead.
It is true that my 1st option could well result in hail damage to your car. Same thing: A dented up car is better than becoming a fatality.