Checking out before the warning hits is a good idea if need be. That is different as it allows for orderly removal of children and clear cmomunication.
I'm sorry to see so many parents be so thick headed and get angry. If they want to come and do as they please then they can homeschool.

First of all, a parent (or several) wanting their child in the middle of a lock down a) puts themselves in danger b) puts school staff in danger c) puts other people's children in danger when necessary staff have to go looking for that one child. Not only that but it puts a limit on the staff's effectiveness on doing their jobs and keeping track of children. It is nearly impossible as a teacher to keep track of 30 students in the middle of a situation like that when you have this parent taking a child and then that parent taking a child.