Yes, if there are bullets or parts of metal that fly randomly, it is always going to be a hazard. Even without lead poisoning, I don't believe that chunks of metal in the digestive system would be good for this bird, or any other animal. And what is the point, what good does a stupid outdoors gun range bring? Even if you think that it's fine for people to learn how to be better at shooting deadly weapons, what does an outdoors setting bring other than risks?