> If ICBMs are incoming to the Continental United States the world is ending.

its up to discussion. US has many measures which combined could give them a chance to survive nuclear war, namely: preemptive strike by tridents on enemy's silos(https://thebulletin.org/2017/03/how-us-nuclear-force-moderni...) and anti missile defense.

> Are we expecting missiles to come from the Gulf of Mexico?

there is a possibility of submarine launch from that direction.