H.W.
First off, a counselor is not going to recommend medication right off the bat. Please give them more credit than automatically medicating without developing any sort of relationship with their clients.
First, you should consider your own son's logic: there have been deaths from tornadoes in Texas in the news. In fact, imagine being your son and possibly seeing a headline like this one:
https://www.nytimes.com/2017/04/30/us/east-texas-tornadoe...
Kids can pick up on a lot more than we give them credit for. Instead of trying to convince him that his fear is unfounded, or that you need to 'fix' him... what your son needs is to be empowered. So, make a tornado plan. What do you all do if one occurs? What's going to happen? Do you have tornado sirens where you live? Does your area do text emergency alerts? Can you sign up for something like this? These are common sense things which can be done. Make an emergency tornado plan and practice it.
Regarding going outside: last summer, my son (nine then, by the way, I do think there's something developmental about this) was freaked out about bees. He didn't want to come out and help me pick berries or play outside. I decided, fine, but you can't just hang out playing video games. I chose not to be mad at him. He had been stung by a bee a couple years before, totally random, and he was pretty scared because of the pain he'd experienced. He eventually got over it; in part because we keep Mason bees and the males don't sting, so he could hold them when we collected the eggs in the fall (we opened a few to assure they were fully adult before hibernating them). The point of this is, over time, he became more comfortable. He still keeps his distance from honeybees, but doesn't really change his behavior any longer. The point of all this: be patient. Empower him, reassure him, and then let him work it out.