HI!
It does not matter what kind of 3D software you use. You need remember some basic rules.
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Collision mesh can be only closed mesh - sphere, box, cylinder, cone. But tube or similar not acceptable.
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For complex meshes, you can use group of collision meshes.
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Collision meshes should be in scene Root and do not grouped and not parented.
This video for 3DS MAX, but rules is valid for all 3d programs: Unreal 4 Creating Custom Collision (for concave surfaces) - YouTube