When I go to an outdoor unattended range I generally carry a gun while I shoot. A SEPARATE gun, not the one I'm shooting.
Some ranges are pretty remote, but folks know where they are from the noise. It's not unheard of for criminals to view remote shooting ranges as a source of free guns. Which rarely bodes well for the current owner of the guns.
And I do keep an eye on the shooters around me. I've been pretty lucky though, no one's made me duck for cover yet.