Well, regarding the bridge, it's worked for at least a few people. I did hear, however, that it's a bad idea, but I'd choose under an overpass before staying in the open. Either way, in the path of a tornado or its debris field is a bad place to be.
Even if it's a bad place for you to be, it's a good place for your car. Almost every time I remember a tornado watch included some pretty nasty hail. During a tornado watch, chances that you'll get hit by a tornado: low. Chances that your car will get hail damage: high. If you're close enough that a tornado destroys the overpass, your car would have been destroyed regardless of whether you parked it near or under the bridge.
Park your car under the bridge and go find a ditch. You'll probably be fine, modulo the bruises on your back from the golf ball sized hail, but at least you would save your car the hail damage.