If you start to think CONEX box, you best have done a full set of research on shoring underground, because the CONEX box won't support earth much farther than halfway up its sides. Yeah, that means supporting HORIZONTALLY the walls of the CONEX box. AND shoring up the top.
There HAVE to be vids on FAILblog.org showing the people's faces as the boxes collapse.
I was going to say something but most folks just don't want to hear it.
I was obliged to try to explain that to folks when I was selling legitimate steel-plate shelter/bunkers around the country; most simply can't look beyond the price tag and they reason that if it looks like a bunker, it must be a bunker.
Yep--freight containers are engineered to withstand vertical forces solely via the 4 corners of those containers. Lateral forces? No way. They serve a wonderful purpose of storing stuff above ground. But they are not storm shelters and certainly should not be used underground for any purpose other than potentially using it as a poured concrete form (hopefully with a great deal of rebar and/or other steel reinforcement within the pour).
If you do want a decent shelter, you need to ask what threats you want to protect your family from. If an NBC shelter is what you decide on, figure you need to spend $ accordingly. After all, you want a very strong structure that will withstand subterranean forces and conditions for a long period of time. If not properly constructed, time will eventually cause that structure to fail--hopefully not with someone inside. And with that eventuality, why would you even want to put something underground that could kill someone in the name of trying save a few bucks.
If you are going to DIY a shelter, my best advice would be for you to consult with a structural engineer who has some related experience.