Lady hit by falling bullet in Denver.

[Colorado Osprey]

" A bullet fired straight up, with no wind, might reach a height of 10,000 feet (about three kilometers), but will come back down at only around 150 miles per hour: just 10% of the speed and with only 1% of the energy as the originally fired bullet." --- https://www.forbes.com/sites/startsw.../#6c821cbc3d22

That mean a 9mm fired into the air that has a muzzle energy of 350-400 ft/lbs would only be 3.5 to 4 ft lbs of energy. Less energy than someone dropping a soda on your foot from waist high.
Another analogy.. an underhand light toss of a baseball has 3.4-4 ft lbs of energy... one that you would not need a baseball mitt to catch.
Yes now put that on something with a smaller surface down to .356" diameter with a blunt tip and you have the penetrating capability of penetrating soft tissue between 1/2 to an 1". Any human bone would stop that bullet without penetration. Probably would not even break a finger bone.

This lady is a little far fetched to believe she almost died.