Some amazing videos right there. In the top vid it looks like he's shooting west, as the tornado begins to take shape just to his southwest towards the end. He was probably narrowly missed just to the south.
That last video is absolutely astonishing to me. I can't believe how long they waited to go inside the house. That roar was downright terrifying, and that's just me sitting behind the computer monitor. Can't imagine what that would have been like in person. I'm guessing they must have been on the southern edge of the tornado, as it appears they sustained more of a moderate brand of damage based on what I can tell towards the end of the vid. Also, it appears you can see the left (southern) edge of the tornado right before they head indoors. The sky is noticeably brighter behind the trees to the left.