I was unable to gather it from reading your post, but does your road mesh have three separate collision meshes? One for each curb, and a third for the road? If not:
1) Create one cube and re-size it to the length and size of the curb on one side, and change that object’s name to UCX_YourRoadNameHere_00.
2) Make another cube (easier to just duplicate the last sidewalk collision cube you just made and then slide it into place on the opposite end. It should automatically rename itself to UCX_YourRoadNameHere_01; if it doesn’t, then just rename it to that. Now you have the collision set up for your curbs, and lastly you just need to set up one more cube for the collision of your actual road.
3) I see your road is a plane; you’ll want to make your collision for it a cube with thickness, because if anything hits a thin collision object at high velocity, it has a good chance of going right through it and ignoring the collision completely. Create a new cube for your main road collision and resize it to fit the road mesh, and give it a fair amount of thickness (the same thickness as your curbs should be fine). Now name this mesh UCX_YourRoadNameHere_02.
When creating custom collisions, make sure that the first collision object starts with “_00” and not “_01.” Since 00 counts, it will look for that first before any other number. When you import it into Unreal, make sure to uncheck the “Auto Generate Collision” box at the top, or it will override your custom collision and give it a simple collision. Hope that helps!