So still don´t get what the Problem is? Do they have the Wrong possition? Don´t get hit? Or you want them to be unlisted inside the Actor or registered with the World instead? Whats the deal here? Pinpoint the Problem.
UBoxComponent* BoxComponent = NewObject<UBoxComponent>(GetWorld());
BoxComponent->SetAbsolute(true, true, true); // Transform is Absolute
BoxComponent->SetRelativeTransform(transform);
BoxComponent->SetBoxExtent(size);
// Make sure you setup Collision settings properly etc.
BoxComponent->RegisterComponentWithWorld(GetWorld());