Welcome! I also live in Henrico. Unfortunately I have found the outdoor range options to be pretty limited in this area.
Cavalier Rifle and Pistol Club is very nice, but private with a long waiting list. If you both are serious about wanting to shoot outdoors, this is a good long-term option to look into.
Other than that, finding someone with private land seems to be a popular choice around here.
Feel free to shoot me a message if you have any questions and I am happy to help if I can.