If there is a warning - take cover immediately. Don't depend on sky color. We were wiped out by an F-5 in 1979. It was hazy and slightly overcast but the sun was shining - before, during, and after. The only darkness was the debris in the funnel. People who took pictures have a rainbow with the funnel in the middle. By the way it no lightening or hail, and it never rained either - just a huge funnel. TAKE COVER IMMEDIATELY.