Yesterday I went a took a pistol class at Cabela’s, a sporting goods store.  

Kalev went with me. It was at Cabela’s and it was a large class, 12
people.  I was very glad he was with me! (the store itself was a
madhouse every time we left the classroom to go to the bathroom or to
the cafe for lunch, etc).
Kalev did awesome, as always, during the classroom section.
Then we went to the range. I told the instructor that Kalev had never
been to a shooting range before so this would be a trial. That if he
was too upset I was perfectly fine with retaking the class at a later
date and arranging for care for him as needed.
The instructor was incredibly accepting of Kalev’s presence and said
something to the effect of “well, we’ll just wait and see, I’m sure we
can figure something out if he can’t handle it”. So off we went.
I have ear muffs for Kalev. They’re called “Mutt Muffs”.
There were two groups of shooters, 6 in each group.  I went in the 2nd
group so I could see how Kalev would react.
At first he was not a happy camper. After I fiddled with his ear muffs
a bit he started calming down. I think I didn’t have them sealed
correctly at first. We did a bit of walking and healing and sits and
downs while the first group was firing, I did use some treats
intermittingly.
He was still excited because the range was at the instructors ranch
and there were a LOT of livestock and wild animals around, including
an armadillo living under the shooting range supplies building!
By the time my turn came he had settled and laid down with a couple
people who had shot in the first group.
I checked on him between sets of rounds, every 5 shots maximum. Every
time I checked he was just laying there watching me, accepting all the
love everyone was giving him and in general being the beautiful dog
that he is.
I asked the people holding his leash if he had been shaking or showing
any fear or discomfort and they all said that he’d just laid there and
watched me. This matched what I’d seen when I’d checked on him (pretty
frequently)

So I’m thinking that Kalev is not afraid of the firing range unless he
doesn’t have his ear muffs on correctly.

I will take him on a visit to an indoor range, where it’s much louder
I’m told, where we can walk in and walk out again if he shows
discomfort.
If he does as well there as he did at the outdoor range then I will be
able to shoot at indoor ranges, otherwise I’ll do my target shooting
at outdoor ranges as he’s shown that he’s okay with that.

He did amazingly well today.