How do I set up physics objects in C++ for a complicated actor

This sort of worked.

(1) I needed to make an empty UPrimitiveComponent instead of USceneComponent so there would be a physics object to weld onto.

(2) I needed to modify the engine to allow the UPrimitiveComponent to create its physics body even without any physics shapes, otherwise the weld would fail due to lack of a target to weld to. See https://github.com/EpicGames/UnrealEngine/pull/615