Or you could dig a hole.

Ditches, shallow, without square sides to get behind, and lacking any overhead, are pretty safe. Many record of people having a tornado go over them while in a ditch. 2' to 3' wide by 3' long and 3' deep is adequate for one person sitting. Two if the situation is tight and you are on a first-name basis. Keep it narrow but longer for each person. Brace as needed for soil conditions.

If you don't need bracing and the soil is firm and stable all you need is a shovel and elbow grease. An hours work will get you a shelter for two. Bracing will keep it in good condition longer term. The wood from pallets is entirely suitable for bracing. You can use the same materials, and a few nails, to create a hinged cover that adds safety and keeps the raccoons out. You can add amenities as time and energy allows. Low seats (A 24" by 12 by 12" wood box suitable for holding supplies), a sump for water drainage, storage nooks for supplies cut into the walls.

Cheap, quick and effective. It is hard to break dirt.