If you think a no-blue-sky system is cost prohibitive, then you haven't priced a 100-yard-long indoor range lately...
I'll try to troll up the link, but I HAVE priced a major indoor range (sort of...)
Doing research on air handling for ranges, I found a public Request for Quote and Quote Response. Granted, it is an extreme example (municipal / .gov range in Florida) with three indoor ranges (two pistol and one rifle) but the price was well over $6M.
--Edit - I'm the King of Google!
http://edocs.ci.orlando.fl.us/asv/paperlessagenda.nsf/6acecff5f30ecb0d85256bd0005abae0/0708bd7ed9a634c2852573a900741c2a/$FILE/Action%20Target%20Quote.PDF
20 lanes of Tactical pistol, 20 lanes of qualification pistol, and fifteen lanes of rifle.
Both pistol ranges heated, cooled, and filtered to NIOSH standards, rifle heated filtered to NIOSH standards.
The quote is line-itemed. FUN read.
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