I believe MKX did this on June 23, 2004, but maybe they were in contact with the SPC because MKX indicated a moderate risk in their HWO issued about half an hour before the SPC's 01Z outlook which also upgraded to moderate risk.
A local upgrade to moderate risk would have been in order on August 18, 2005 but I don't remember it happening.
For anything higher than SLGT, our NWS usually says "severe thunderstorms are likely this (time of day)... Spotter activation will be needed". During the HIGH risk back in October 2001, I think they said something to the effect of "An outbreak of severe thunderstorms is likely this evening... blah blah...".
If there is a SLGT... Then they just say "there is a slight chance for a few severe thunderstorms... Spotter activation is possible".
I think OUN has done it a couple times, I would think they consulted SPC.I remember during the derecho they were quick to upgrade themselves and also during another event this year where a slight risk was present on SPC but the local CWA had a moderate risk. The first one was right before the SPC changed theirs to a high risk. But the second one was a moderate risk. I remember the radio kept saying an upgrade to high risk may be needed. Im not sure if it is a policy or just a lapse in communication.
SPC outlooks are used as guidance, and it's up to the local WFO to fine tune the information for their area. Coordination is very important, however, if the WFO is going to do something different than the SPC.
On the few occasions when OUN has gone with a different risk category than the SPC, there was always a coordinating call between the lead forecasters.