Hello LolsyYT
UEFN can automatically build a complex collision volume with some adjustments and user control.
Another option, if the Auto tool cannot get the shape you are looking for, is to add more than one collision shape to your mesh. This would allow you to create a collision volume manually. It is a lot more labor-intensive. Most of the time, and for 99% of users, it is sufficient to use either a basic volume or adjust the Convex Decomposition setting.
Here is a complex auto-built shape with additional simple shapes.
I hope this helps.
Zim