In addition to the normal National Weather Service warnings, several, (most? all?) railroad companies have private weather services to provide warnings specific to loactions on their lines. They will stop all trains in the vicinity rather than run them through areas where there is the potenitial for weather caused derailments. Also, a passenger car, even the superlines, would be less likely to be blown over than a double stack carrying empty containers, and probably more so than a lot of other empty freight cars as well. It is like bridge failures: Not going to happen under a passenger train. Loaded freight trains are much heavier and will find the weak ones first. Get on the train and don't worry.
A thought on evacuation to shelter in a tornado. I would say you are better off staying on the train.