Hello Karla,
Perhaps a reinforced concrete structure may fit your stormy and insect proof needs. When you mentioned Kansas, the first thing that came to my mind was Greensburg, Kansas which was leveled by an F5 tornado. About the only structure that survived that storm was the grain elevators. If I am not mistaken, they are constructed using reinforced concrete. Not sure of the associated costs, but you could use their design as a guide.
Here's a link of a photo depicting the devastation at Greensburg. The grain elevators stood tall as a testament that a reinforced structure can withstand an F5 tornado.
http://mw2.google.com/mw-panoramio/photos/medium/2493685.jpg
The elevators are tall structures, but I can imagine a single level structure can be worked out. Since it is practically made of concrete and reinforcing steel, your insect concerns are limited. Also, pests need food, water and shelter. Eliminate in one of those three and you won't have an insect problem. Key thing is ensuring all access points to your home are sealed. If the pests cannot get in and are not brought in...then you won't have a problem. Wish you well.