Pour a good deep foundation into the ground, I assume this is NOT in the house.
Concrete block with rebar all the way and pour all the block full. You want a SOLID wall to take impact. A 2x4 at 100 miles an hour can go through a hollow concrete block. Steel set steel door. The idea behind tornado shelter or safe room is that it can take having a car tossed against it or dumped on it (for a dug in shelter). And situate your door or hatch away from the normal direction your bad weather would come. (here it would be the North to NNNW). Also try to situate it so that nothing
should normally fall and block your ability to exit your shelter. You need a few small vents, note SMALL, with good grille over them, and it's nice inside to have a few seats and a place to store things like emergency blankets, flashlight etc (a gnaw resistant container/tub with lid containing some basic supplies that you check and replace occasionally). Tie the roof in well with hurricane clips. Let your
local emergency response (like the sheriff's department) know you have a shelter and where it is. In case something DOES happen they will know to check there for you--if you're blocked in they will find you.
It would be better to dig a tornado shelter into the ground, so as to provide more protection. Still needs the steel set steel door, venting, and ability to take a car dumped on top. In houses, a safe room can be built in to the center of the house and look like a storage area (off season clothes, dry pantry items, etc), as long as you are on slab. Another common is to build a sort of room including the stairs to go down, that leads to the rest of the basement. There is a trap door that is fastened out of the way and can be dropped into place as needed.