That was the most boring tornado warning I have ever experienced. There was no rain, it was just very windy and stuff.
That can be bad or good. Since you're alive and I'm assuming you still have a home, probably good. It may have just been a county-wide warning instead of a structured watch box, so even if something just clipped one edge of your county, everyone was warned for whatever stupid reason.
The bad should not be confused though. No rain could mean that you are directly underneath the mesocyclone where the rotation is happening. In a structured storm not associated with a multi-cell cluster such as a supercell, there usually isn't rain in the rotation, making you dangerously close to the actual tornado.
Another possibility would be a (generic) southwest position from the RFD (rear-flank downdraft). Still close in proximity to the tornado, but outside the actual storm. The RFD feeds energy to the tornado and doesn't hold much moisture. Once the RFD swings out around the rotation, it envelopes it and eventually "suffocates" the tornado from a lack of warm, dry inflow.