not through one, but we were at WDW when one hit the south of FL and people were trying to fly out. We stayed. It got windy, but was fine.
I would not want to be in a category 4 or 5 though
Yes. Built and slept in a snow cave as part of a wilderness/backpacking skills class. Slept decent that night. It was camping on top of the snow where I froze!