The biggest problem that PaulD means when he refers to "the rest of it" is lead - lead from the lead styphnate priming compound, and lead from the bullets (there's some question about which source is the bigger problem, but that's a side issue).
I've never shot at Manchester, and I'm surprised to hear that their ventilation is not adequate, but the nose knows, and if you're getting black residue in your nose, you're shooting in an improperly ventilated range.
We've had discussions here in the past about wearing respirators in indoor ranges - you should be able to bring them up with the "search" function. My advice is to start wearing a respirator or find another place to shoot - lead is one of the most toxic materials that the average person comes into regular contact with and it's nothing to mess around with, particularly when the problem is so easy to avoid.