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
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.
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.
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.
Tornadoes can happen in any place that gets thunderstorms.
Tornadoes happen every year.
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.
Tornadoes happen in Africa because of the mountains they have or because of the weather.
Tornadoes can happen in Ottawa. Canada does get tornadoes, though not as often as the U.S. due to its cooler climate.
The term you are looking for is tornado watch.