I've anchored in hurricane force winds (not the rotating storm type) but only the equivalent of Category 1. Anchored in those lesser winds we have had no problem sitting on our normal
single big
anchor with chain positioned in deep
water with searoom to leeward to panic in should we go adrift.
We also prepared for
forecast hurricane force winds the equivalent of Category 2 while rafted with an approx 90 foot sailboat. We were side by side against a floating pontoon (so obviously in a location sheltered from waves) and neither of us had anywhere to move to. They had just 4 weeks before sat out a rotating storm hurricane on a big ship
mooring buoy and had a very experienced professional
skipper. We fendered between ourselves well with 4 of their big anchors out, one on each quarter which they considered sufficient for the two of us, but in the end it wasn't tested as the
forecast moderated.
I was in
Bermuda not long after the Category 3 hurricane Fabian hit in 2003 (Katrina was also Cat 3 when it went ashore in
USA, but 5 beforehand) and from what I gathered the moored boats mostly faired very well on their moorings. The boat owner I was involved with had no problems at all with his several biggish boats alongside docks with normal care of lines. Although there were a few damaged boats around and some had washed ashore (mainly smaller ones I understand, and all removed by the time I was there) there was nothing like "mass destruction".
I have not experienced a Cat 4 or 5 hurricane during or after, ashore or afloat and have no plans to ever do so
.