No, missiles travel much faster than the windspeed of a tornado.
I'm not sure it's a simple matter of what is traveling fastest. A tornado represents significant and rapid changes in air pressure and buffeting not present in normal flight. There's usually all kinds of debris swirling around inside a tornado as well. Frag
does work to smack missiles aside, see APS protection for tanks and vehicles.
If it's just a matter of velocity why do bullets have their courses altered when impacting stationary objects? Shouldn't the bullet ignore the target's presence because it's traveling much faster?
If a Sidewinder were somehow lobbed at the base of an F5 I wouldn't expect it to simply pass through unscathed.IMO. Mythbusters reunion needed here, clearly.