Thing is, I can set those 19 collision boxes in Unreal and it will work. Also none of them is non-convex.
It’s exactly as the documentation requires, there was an example with a lollipop - stick collision box as a separate object from the candy collision box. And I do, in fact, have nineteen separate collision box objects, none of them being convex.
In my understanding, the mesh being convex or not doesn’t matter - collision boxes being convex or not do.