No. There are enormous, magnetically-driven vortices of plasma on the sun that have been compared to tornadoes. However, these are not true tornadoes as they operate on entirely different mechanics.
Tornadoes develop from the large thunderstorms that most often happen in the late afternoon and early evening, after the days heating by the sun. However, tornadoes can happen at any time of day or night.
No, the sun does not have tornadoes. Tornadoes require an atmosphere to form, which the sun does not have. However, the sun does have solar storms, which are different phenomena involving eruptions of hot gas and energy from its surface.
Tornadoes can happen in any place that gets thunderstorms.
Enormous vortices have been observed on the sun that resemble tornadoes. They have been called "solar tornadoes" but they are not tornadoes by the meteorological definition.
It has recently been found that there are vortices on the sun that superficially resemble tornadoes, but they are not true tornadoes.
No. Mercury has essentially no atmosphere. There are no storms of any kind there.
Tornadoes happen in Miami for the same reason they happen anywhere else. See the related question for how tornadoes form in general.
The term you are looking for is tornado watch.
Tornadoes can happen in Ottawa. Canada does get tornadoes, though not as often as the U.S. due to its cooler climate.
Tornadoes can happen anywhere in the world except cold areas like Antarctica and the north pole. Tornadoes are mostly common in United States.
There is no evidence of tornadoes on Jupiter. The Great Red Spot has sometimes been compared to a tornado, but in reality its dynamics are completely different.
Yes. Tornadoes, including some significant ones, can and do happen the the Philippines.