I had a similar situation 2-3 years ago on Arthur. The winds picked up like crazy and rain started coming down. So we pulled off of the lake, to the closest refuge, which happened to be the boat rental marina. We then hear the wind wiping through the trees, and could have sworn it was the "locomotive sound" that tornadoes supposedly make. The clouds were rotating, but no funnel cloud. The boat rental place was all locked up. We were very close to tossing a fire extinguisher through the window to get inside. Within 15 minutes, it rolled out. Not sure if it formed an actual tornado further away.
I was also out at Lock 3 fishing when that micro burst that came through and killed a woman at Kennywood. Right before it came through, the fish turned on like crazy. My buddy and I were wading and couldn't stop fishing, because the catching was too good... Eventually the lightning and rain were too much. We ended up riding out the storm in a car. The traffic getting home was horrendous, with so many tree limbs on the roads.