I have some hearing damage (which I actually think is from somewhere else - we've always been anal about protection). Other than that, no other issues to report with myself nor my family/friends who participated with me in this hobby. Small calibre gunfire does not have a big enough shock/impact to really affect bystanders. Interestingly, I dislike shooting in an indoor range, because so much of the shot is radiated back to the shooter and bystanders. Where in an open air range that impact goes up in the air and away.
Risk of lead exposure is very real though. A friend almost passed away due to too much shooting in an indoor range with poor ventilation. After some serious negative personality changes and other related symptoms he was finally diagnosed with nearly acute lead poisoning. Lead bullets basically vapourised when they hit the backstop, so the dust that's kicked up is very nasty.