It seems you are asking about risks of lightning striking close by, but not directly on you. In other words, the lightning current isn't passing thru you on its way between the ground and the sky.
There are certainly risks. I think the two main ones are flying debris and ground currents.
The current in lightning is very high, can heat things above the boiling point of water during the short time of the lightning strike. The steam pressure causes things to explode or to be ejected. The bark of trees can be exploded outward, for example. I know someone who saw lightning strike a stone wall by the side of a road, and some of the rocks get ejected onto the road. You can certainly get hurt from flying debris within a few meters, probably up to 10 meters or so.
Ground currents can cause electrocution, but not by getting directly hit by the lightning. Again, the current in lighting is very high. This current fans out when it enters the ground. It doesn't just go to zero immediately. There will still be substantial currents some distance from where the lightning hit the ground. Also the ground is not uniform, so the current does not spread out uniformly and can be channeled by geographic features. All this means the ground currents can still be substantial up to a few 10s of meters away from where the lighting hit the ground.
The reason ground currents matter is because they cause a voltage drop across the ground. This voltage drop is proportional to the current and inversely proportional to the resistivity of the ground. You don't really care about the current going thru the ground beneath you, but you do care about the voltage difference this current causes along the ground. For example, if the current causes 1000 volts/meter underneath you, and you are standing with your two feet ½ meter apart oriented in line with that current, then your feet get exposed to 500 volts.
This therefore indicate three things you can do to minimize shock from ground currents due to lighting that might strike nearby:
- Present the smallest "footprint" across the ground as possible. This minimizes the voltage across the ground that you are exposed to for the same ground current.
- Insulate yourself from the ground as much as possible. If you have a foam pad with you, for example, sit on it on the ground instead of directly on the ground. It won't be a perfect insulator, but this is all a probability game anyway. More insulation gives you a higher chance of not getting hurt.
- Find a spot ground currents are less likely to travel over. This can be tricky, so in some cases you skip this. For example, sitting on a rock outcrop that itself has a small footprint can be helpful. Of course if that puts you higher up on a flat plane, then that's a bad idea since it increases the chance of a direct hit. A direct hit is always worse than shock due to ground currents. If you're not sure about this, skip it.