If you set your trigger’s collision to “Overlap All” it will fix the issue. I had set mine to “Overlap Only Player”, but those settings actually tell the trigger to block certain objects. The other option is to simply tell the trigger to use a custom collision and check ignore for everything and then set Overlap on the Pawn checkbox.
If you want the bullets to be able to penetrate the door though, then a custom collision like you used is a good way to achieve this.