panic room
noun
plural panic rooms
: a room designed to protect occupants from death or injury (as due to crime, war, or natural disaster) : safe room sense 2
… a tornado-proof panic room with bolting doors …—Kimberly Miller
The new hall's front entrance has a special feature, a public panic room in a vestibule. "If somebody from the public was concerned for their safety, they can run in here, hit that button and it automatically locks the door," [Bryan] Van Gaver said.—Paul Morden
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Merriam-Webster unabridged



