If move those UBX collision closer to the visual mesh, it kind could fix the problem, but still wondering if it's a bug or limitation; what's the reason behind it and how artist could avoid those problem when create collision assets
Import the CollisionTest FBX file into UE4 by default settings
See it misses some collision mesh which existing in 3ds max
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Those UBX collision mesh are all standard Box primitive without any vertex editing. They did moved and rotated for sure
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There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-59122 in the post.