YES !! The most common should be the additives to the powder like solvents That will show up when you're reloading. Coatings on the powder may add to it .These are chemicals for reducing muzzle flash and blast. Primer chemicals may add to that.
Then come the combustion compounds .
Is the range indoor ? the range can be improved with proper ventilation which will also reduce lead in the air.
Any gun cleaning or lubricating chemical may cause allergic reactions.If you can identify the allergen you can change to another type [of gun oil] for example .Resparators help .
And Watson , bring your revolver !