Why not try to separate the floor from walls?
Hi, I am new to UE4, but I know blender very well. The picture you have been posted suggested that the convex normals are in wrong order. If you don’t like to put thickness on walls, you may need to separate the walls from your floor. Otherwise, the “Auto Collision” would perform the object as an object with opposite normals.
There may have two things worth to try: 1、Let the walls and floor have its thickness; If you think that lead to too many useless vertex, then 2、separate the walls from walls.