According to one study I read, most of the airborne lead on a range is from what is eroded from the base of a conventional FMJ and off the base and sides of cast. So you are in good shape there.
The bullet may shatter when it hits a steel plate or indoor bullet trap but the particles are not fine enough to travel far in air.
Standard priming compound contains lead and most of it is released when the shot is fired. Some sources say this is the main source of airborne lead but I contacted the author of the study I saw and he said it was not in his tests.