I have only seen a few "clay ranges" where you have ponds, etc...although, they're right, if you have them, you will have to shoot Steel shot..or something non-toxic / unless its a pseudo swimming pool, lined, where they can remove the lead shot / and not have any waterfowl stop by to swim on their way thru the area.
In my area, all of the clay ranges.....mine the shot periodically, from the "Shot Fall Zones" ...and then the companies re-claim the shot - sell some, process some, etc..../ so they all restrict the shot size and type ...and it has to all be lead shot ...and no shot sizes bigger than 7.5's...