This was from 2 years ago by the looks of it (found a Reddit post of this from 2y ago, can't see the date on mobile though). It just was coincidental there was another one literally today too in the early morning hours.
Also a tornado warning will never last that long (over 15 hours), it's generally 15 to 30 min and very location specific. It may be longer if there's a long chain of storms all showing signs of active circulation on the way through, but anything over an hour is pretty rare, even in tornado alley.
Gen 3 Pokédex says they shoot bullets of water, ther entries note that it can punch through thick steel, and the Let's Go games compare mega blastoise's cannon to that of a tank.
If Ash Ketchum can brave a thunderstorm to save Pikachu while being chased by murderous Spearow, and can tank a well-timed lightning strike without dying, your lazy ass better get outside, catch some Pokes, and hatch some Eggs.
Tick-tock, Trainer. I thought you wanted to be the very best!
As a Chicago resident so do I. Just listen for the screams and shot reverberation off the nearby buildings. It doesn't take much practice to hone it down within 50yards or so. Don't need no app.
I've been to Chicago once (visiting a family member), it's absolutely crazy. I could never even imagine living like that. Never before in my life have I been genuinely scared that if I left the house at night, I wouldn't come back alive.
I've also been to Chicago once (going to an Anime con up there; was a meet up for AMV creators worldwide, and while I wasn't one my brother was), but it was a chill and nice experience for me. The last time I heard gunshots was actually this past new years, when my neighbor fired off like 12-15 shots during fireworks (GA, not in Atlanta but not too far either).
It's pretty normal during the day, but at night, once you hear gunshots a few blocks away, I would really avoid going out. I've never seen something like this before.
Statistically no, it's not very dangerous as far as big cities go. Its homicide rate is ranked 30-something in the USA. Pretty much every city has "bad areas", though.
Not an app, but here in Germany we have a public warning system that broadcasts an alert to all phones in an area in case of catastrophic events. Happened twice in my city since I moved here two years ago. Once for a mass shooting, and once for an accident at a chemical plant.