From EarthSky:
Experts don’t agree on why the sky changes color before a tornado or severe thunderstorm. At least two theories suggest what might be the reason for the strange greenish-yellow color that (sometimes) precedes a storm.
Theory #1. Because air molecules scatter light. To understand this first theory, try picturing mountains in the distance, which often look a deepening blue. That blue color stems from the scattering of light by air molecules. The same reason, scattered light, causes the sky to look blue. Now remember that the strongest storms tend to happen late in the day. Some experts think that, before a thunderstorm, golden-reddish light from a sun low in the sky – and a natural bluing effect of the air – combine to create a green sky. The storm provides a dark backdrop and offsets this greenish or yellowish hue.
Theory #2. Because water is intrinsically blue. A different meteorological theory holds that storm clouds themselves may help make the color of the sky bluish-green. To understand this theory, you first need to know that water is intrinsically blue (sometimes you can see the bluish tint of water in a white bathtub). It could be that the storm clouds — which are filled with water — provide the color blue, which, again, is illuminated by the golden light of a low sun to create the color green.
To sum up, the reason for green skies before a storm isn’t entirely known. But it is known that a greenish-yellow sky before a storm is common in some parts of the world, while totally absent in others.
I remember being in the basement of our home 10 years ago in the early morning (6:30am) as a tornado passed by 2 blocks away. Indeed, the sky turned very green as could be seen from one of our basement windows...