I ran some tests today (using 4.7.6 built from source code) and did see some unexpected behavior. Have you rotated the component in question at all, either in the level or in the Blueprint editor? If so, if you temporarily set all of the component’s rotation to 0, do the results from the ComponentSweepMulti correctly line up with the mesh? The results I saw showed the original location of the collision boxes from before the component was rotated.
What version of the Engine are you using currently?