I believe this is a phase (having been through it myself with both children) and I found the best thing to do it talk, talk, talk. We talk about what the concern is, and if it could happen, and what we would do about it if it did. My children felt much better when they felt they had some control over things. And they do. They might not have control over whether a tornado comes, but they DO have control over how they respond to it. (eg. If the siren goes off, go to the basement, turn on the tv to see where it is, and if it's possible it could hit our house, take the position under the table.)
Finding the car! Oh, I remember that one well! :) And here is a approximation of the conversation we had:
But what if we can't find the car when we come out? There are so many cars!
Okay, Cade, let's say we can't find the car. Then what?
We'd be stuck here! We wouldn't be able to get home!
Really? Well, what do you suppose we would do if we truly could not find our car?
(panic stricken) I don't know! We would just be stuck here all night!
Take a deep breath. Now, think! What could we do if we were stuck here?
(long pause) We'd have to call Daddy and tell him we weren't going to be home. (then the AHA moment) Oh! We could tell Dad to come and get us!
That's right. We could tell Dad to come get us.
What if Dad didn't answer?
I guess we'd call someone else.
What if no one answered?
Seriously, Cade. Think about that. Out of all the people we know - do you really think it's likely that NONE of them are going to be home?
Well, it might happen.
Okay, then. Let's say that happens. We can't find the car. We're stuck. The store closes at 9:00. What happens when the store closes?
Everyone goes home.
Right. If everyone goes home, how many cars would be in the parking lot?
None. No, wait! Ours would be in the parking lot! It would be the only one! So we could find it!
That's right. So everything would turn out just fine. And no matter what, you and I would be together, and you will always be safe with me.
So, after that long response, :) my advice is to just talk to him, admit that some of the things COULD happen, but are unlikely, and if they did, how could it best be handled. What would be the worst outcome? My children soon saw the worst outcome wasn't really that bad, after all, when they thought it through. And now, they come up with their own scenarios and solutions. So it was a great lesson in problem solving! :)
Blessings to you, and your son,
P.S. For us, the worst of the phase lasted about six months. Hang in there!