Hi
One way to prevent shapes from going through (especially if they are moving fast) is to use CCD ( in the advanced collision options )
I can also recommend testing it on different surfaces ( a standard box or other meshes ) and see if the result varies
I would also recommend testing this in 5.1 when it get released as we have since fix many bugs in Chaos
If after that it is still an issue, please submit a bug report through UDN