I mean, for the ships caught at sea, they sought refuge in hidden bays, where winds had less power.
But what about the hurricanes hitting the islands? There weren't refuges like now... and the houses, except few of them, were built from non-resistant material. Where did they seek shelter from the weather, especially if their poor homes got damaged?
I think in churches, these were usually big and made of strong stone. Other ideas, have you read about a hurricane in those times?