First, you are unlikely to get warning to get into the shelter anyway, so you better plan on living and sleeping there.
A brick structure in your basement isn't going to be much better than your basement. It'll be a slight improvement if you are in the blast radius, and that's about it. It has no blast doors, ventilation or filtration system. The overpressure is still going to cause problems for you.
Unless you live within 10 miles of a major city, or you live near military targets, it's overkill.
Prediction: no one is going to be nuked. They are trying to scare you again, successfully.
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