Nice to see someone trying for themselves.
I tried this out myself, I put a check around all the code that includes that line then realised that if you are inside the building looking out you should really be able to see any shots outside the building. For my second attempt I checked if the bullet hit x,z is outside the zone, if it is I display it and check if the player is outside the zone, if not don't do the line you indicated.
If you really want a challenge make it work for multiple zones!
When I get on my PC later I'll post up the rocket code to make rockets explode outside the building but as I expected the blast radius will affect the player inside the building, not sure if having thinker walls will help though.
btw I thought of another way of doing this, when the player enters a safe zone change the helicopter(s) to 'neutral' mode, then when the player leaves the zone set them back to 'enemy'. This should be quite simple using the monitored zone functions.
Been there, done that, got all the T-Shirts!