This is very odd....

I had a dream that I was in a huge empty room with a woman I used to work with but have not talked with in awhile. The tornado siren went off, (which has happened a couple of times this year) and we were literally running back and forth in the room, this way and that, looking for things to take down to the basement. Of course there was nothing, we were just screaming and running and searching for items that didn't exist.

Do you miss your relationship with her, whatever that may have been?

You were looking for feelings and things that no longer exist in your life.

I think it's just a distortion of the times the tornado siren has gone off. You feel some kind of anxiety towards that. You have this notion that you must go to safety (the basement) which is why that's what you do. But you don't succeed (manifestation of an anxiety that you cannot control or do anything to alleviate). The woman you used to work with, I can't imagine a significant reason she's there. Maybe something reminded you of her. Or maybe she just stuck out in a mundane way. You saw her every day. Maybe there's some (or no) relation to her and the tornado warnings you got a few months ago.