The only thing you can do is let them loose and hope for the best. This works only if you have sufficient time to get to them. I lived in tornado alley for 10 years so I know that unless they are literally in your backyard you won't have the time. All you can really do is make sure you can get them back if they have to run away. Have proof of ownership in your tornado safe room and make sure you have other places to store copies. Also give copies to friends and family. Put tags on your horses if you keep them haltered. Or better yet, get them microchipped. All you can really do is prepare and hope nothing comes your way.