I was recently trying this out myself and had the same problem, I was using the SM_Door Prop and I found out for whatever reason it had no collision box so I simply added one, not sure why it was not falling through the floor and such but once I added one the projectile could hit it.
Ran into another problem though… When it got hit by the projectile the game would just crash, not messed with it more since then but need to work out why that was happening.