Category 6: Day of Destruction

Andy Goodman (Brian Dennehy) is a week away from a forced retirement from his position as chief meteorologist at the National Weather Administration's Severe Weather Center. However, tornadoes level Las Vegas, an area normally not prone to the storms. Concerned and upset that the storm system formed unnoticed and that they were unable to warn the people, Goodman begins closely tracking the system. Goodman receives field reports from his friend "Tornado Tommy" (Randy Quaid) and assistance from new intern Sabrina Rogers (Alicia Johnston). As time passes, he realizes the system is heading towards Chicago, joined by an unusual warm storm coming from the south, which is already causing a record-breaking heat wave in the city, and an abnormally early cold front from the Arctic.
Meanwhile, Mitch Benson (Thomas Gibson), the Chief of Operations at Midwest Electric, is struggling to keep power going to the residents because the six-week heat wave is straining the system and residents are refusing to follow power conservation requests. To get more energy, he is working with the company's largest supplier, Lexer, but the company's CEO is trying to find new ways to profit from this crisis. Benson also finds himself caught in a conflict of interest as he is having an affair with the Lexer's public relations representative, Rebecca Kerns (Chandra West).
Ambitious reporter Amy Harkin (Nancy McKeon) is stuck reporting on the heat wave while trying to find proof behind the scenes that Lexer and Midwest are responsible for the lack of sufficient power. The Secretary of Energy, Shirley Abbott (Dianne Wiest), is actively warning various politicians and the president that the power grid is too outdated to handle real natural disasters and that it is too vulnerable to attack. Dan London (Ari Cohen), the chief engineer of Lexer, has also repeatedly warned Lexer that their systems are too vulnerable to hackers, but the company is only interested in going with the cheapest options. He decides to blow the whistle on the company to Harkin, but as he refuses to appear on camera, Harkin's boss will not allow the piece to air.
As the storms approach, early storms knock out the city's primary power generating plant, and Benson is forced to negotiate with Lexer for even more power. Not realizing the devastating nature of the storms coming, London sets out to force Lexer to listen to his warnings by hacking the system and causing a cascading chain reaction that knocks out all of the power in Chicago. Goodman and his team are unable to warn the citizens that the storms have formed into a category 6 hurricane over the Great Lakes and will hit Chicago head on.
Harkin realizes what happened to the power and rushes to find London, while Benson and Secretary Abbott gather energy from a multitude of other companies to get around the breakdown at Lexer. Unaware of what each party is doing, London quickly reverses the hacks at the same time as the energy starts flowing in from other companies. This overloads the system, knocking out the entire Midwest power grid as the storm hits the city and London is killed in the process.
Unable to do anything further, Benson rushes to find his family after he receives word that they are trapped at a mall and that his daughter has been accidentally shot by her ex-boyfriend. "Tornado Tommy" drives around the city filming tornadoes and is oblivious to another tornado that is headed to his direction. He puts his camcorder in a suitcase and throws it out his window and he is sucked in the tornado. Harkin gives Benson a ride to the mall to pick up his family, then they go to rescue her pregnant sister-in-law from an elevator. After Amy's cameraman is injured while rescuing her sister-in-law, Harkin stays behind with him and their neighbor. The others rush to reach the airport during the 15-minute eye of the hurricane, where they are picked up in a plane piloted by Harkin's brother, an air force weather pilot. After the storm passes, Harkin keeps her promise and tells London's story on air.

Question: where was Bensons family
Answer: mall