Yes, that would be really good and epic to be honest.
I like the idea too.

That's...
A dream come true for me!
At least it's actually accurate, but there are a few non-accurate stuff. For like, Today in Hungary (for example), it shows the wrong region where the warning should be (should've been the Northern Great Plain instead of Central Hungary).
(I don't live in Hungary btw, I was just saying an example).
For real though, thank you so much for making this dream I had come true! :D

I have a suggestion for Windy. Add weather codes with information from the respective website that shows these type of stuff. I don't know how complicated this process will be, but that would be nice of a feature to be honest. That's all I can say!

Example (so that you can know what I mean by "weather code", I'm sorry but English isn't my first language): Meteoalarm.eu.