Europe India and native America, All get tornados, but I've never seen art that depicts them. I imagine it was absolutely astonishing to people off those eras. But I've never seen them in classic art.
There's some discussion on native Americans and their interpretations and depictions of tornadoes on this old thread.
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There are multiple depictions of Krishna defeating Trinavarta, the whirlwind spirit
ca 1540 https://commons.m.wikimedia.org/wiki/File:Krishna_defeats_Trinavarta.jpg
