Yeah, when the crown sheet went (which isn't the only type of boiler explosion, but it was the most common), it usually went really fast. And the boiler usually vaulted off the frame, launched from the firebox with the smokebox area as a pivot. That would happen so fast that you were usually dead before your brain could process what was going on...
...if you were lucky. Some poor men lingered on for a while but most died instantly.
Surviving in the doghouse isn't that implausible. Many crown sheet failures looked like this afterward. The downward force, in many cases, kept everything on the rails. In some cases, if the loco was moving at the time, the remains would just keep rolling afterward.