I often talk about how tornadoes sound like waterfalls. And, while I have heard and read about tornadoes that sound like jet engines, I’ve never heard one.
This video of the 2013 Moore, Oklahoma, EF-5 tornado sounds like a jet engine. Somehow I missed it at the time and didn’t run across until yesterday evening.
I suspect that the “jet engine” sound may be limited to EF-5 tornadoes. I’ve been close to an F-4 tornado and it sounded like a waterfall.