I used to shoot competitively. We always wore ear protection. Even without it though, I would imagine there's a huge difference between an artillery shell and a .45 round.
there is no good way to protect from concussive blasts aside from avoidance and shelter.
fwiw most DoD studies have found that concussive blasts that seem to be damaging to personnel start at around the AT4/Carl Gustaf range of large shoulder-fired almost-artillery -- understandably since they're large and mostly open-air combustion driven.[0]
[0]: https://www.militarytimes.com/news/your-military/2018/05/01/...