To make absolutely clear that you have seen a wild lion with your own eyes in the wild, and not in picture or audio-visual media, you will have to elaborate a little.
No room for ambiguity in these sentences
I have seen a free and wild lion in the flesh "at close range" (or "up-close" or "up close") in the wild.
I have seen a free and wild lion up close and personal in the wild. (It's a bit too much)
A little room for ambiguity here
In the wild, I have seen a lion "at close range" (or "up-close" or "up close").
In the wild, I have seen a lion in the flesh "at close range" (or "up-close" or "up close").
- Explanation as to how can there be a little room for ambiguity in the sentences above. If a lion is kept in a cage in the wild the two sentences above would not be wrong. But nobody would do such a thing. So they can be used normally to mean to have seen wild lion in the wild without any intermediate media.
In the flesh (The Free Dictionary by FARLEX) Physically present, as opposed to appearing or communicating via a medium such as video; in person.
Up close and personal (The Free Dictionary by FARLEX) : adjective, Very physically close to someone or something. Hyphenated if used before a noun.: adjective Very intimate and personal, especially to an uncomfortable or unwanted degree. Hyphenated if used before a noun.: adverb, In a very close and intimate manner or to such a degree.