Got one! (weather radio)... more than one, actually.
However, the one that stays on is kept in the bedroom to awake us at night; and I was upstairs working, away from the radio all morning.
We had also watched the morning news, and there was no mention of any concerns for extreme weather yesterday. It seems the uptick in severity caught everyone a bit off guard.

One of my favorite "weather radios" is the Midland 2-way (walkie talkie) set that we have. Those have the weather alert feature, and you can also access the local NOAA information at any time by holding down the menu button.
On my insistance, the wife usually carries one of those with her whenever there is a forecast of rain/storms.
She did not take one with her yesterday; so we've learned a valuable lesson from this experience.