I see you are using a pawn instead of a character. How are you moving? If you are using add Location offsets or set locations be sure you have “Sweep” checked or it will not do a collision check.
If you are trying to create a sort of standard movement pawn then Character may have some helpful tools to handle this all for you.
EDIT: Also, i think Pawn may only take the Root Component into account when doing collision checks so I think you have to set your Capsule Collision as the root.