Edit: Someone sent this to me, but I found a source discussing it.
there are simpler options: odessa, march 2022 https://www.alamy.com/a-statue-of-duke-of-richelieu-seen-entirely-covered-with-sandbags-the-center-of-odessa-and-the-odessa-opera-and-ballet-theater-had-been-protected-with-sandbags-and-anti-tank-barriers-fearing-a-russian-attack-from-the-black-sea-the-city-residents-try-to-defend-the-city-and-its-monuments-image466442147.html
Both would be ideal. Sandbags for fast, light projectiles, and bricks for slower, heavier ones. Sandbags will stop damn near any bullet, but you can shoot arrows right through them. I’d assume the same would be true for heavy shrapnel, flying rebar, etc.