You can enable "weapon debris" via the advanced settings menu when you launch the game normally (non-FO4SE start up). Click on advanced and select one of the three options; medium, high or ultra. This setting dictates how far away from the shooter debris will begin forming with every impact.
For more immersion, try shell rain --> https://www.nexusmods.com/fallout4/mods/870 Long range bullet holes --> https://www.nexusmods.com/fallout4/mods/1075 And bullet tracers --> https://www.nexusmods.com/fallout4/mods/14043
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For more immersion, try shell rain --> https://www.nexusmods.com/fallout4/mods/870
Long range bullet holes --> https://www.nexusmods.com/fallout4/mods/1075
And bullet tracers --> https://www.nexusmods.com/fallout4/mods/14043