Well, you need to split your meshes in blender or similar into various meshes. No idea how that works with animations.
The clipping is very simple: the capsule is the root of the collision tree in the character and ignores any collision of its children. if you want the capsule to collide with a body part, this part must not be part of this tree (-> not a child of the capsule).
The easiest way is to attach ChildActor component to your character, which allows to attach other actors to you Character.
For example in my gif I simply hid the head of the bear and attached a camera boom with a ChildActor attached to it. The other actor is simply a sphere mesh. Now the capsule collides with the head when the head collides with the wall. (the capsule needs to be able to collided with this actor. If it cant collide with the actor it will clip!)