Even if it ended up as a nuclear conflict (and I think it's highly unlikely - everyone has too much to lose) between China / Russia vs the West they probably wouldn't bomb minor countries.
If there are thousands of nukes flying around and hitting targets all over the world it doesn't really matter where you life. You are absolutely right you won't die because of an impact or direct radiation in Tirana but you will die from nuclear fallout of many destroyed nuclear power plants or just because the sky turns dark for weeks or months.
Another take is, would you like to live in a world like that? Me, not necessarily.
But frankly, I don't believe a nuclear war is imminent. In spite of what we see in the new, Putin's army is moving on steadily and occupying more and more areas he wanted to have. At some point Ukraine will lose access to the sea. Then Putin can say, OK, I agree to peace - but he will never give the occupied areas back. And good luck getting these cities back without killing your own people - this is a completely different situation than defending a city that hasn't been captured yet.
Nuclear war would be possible if NATO decided to intervene. But they are crystal clear they will not and nukes are the only reason. Everybody is sending a lot of help, but not a single soldier (even though some individuals want to go on their own - but that's a completely different story than a military intervention).
I think the climate change / nuclear winter is the real issue. Life would become hell for a few years like in some horror shows we all like seeing, don't think I'd like to stick around if that happens but that's a personal choice.