Yes. Your projectile can be any object type, but the walls have to be assigned Objectes1 , 2, 3 profiles for this scenario to work.
Object Type:
- Projectile = anything (physics body in my case)
- Wall_1 = Object1
- Wall_2 = Object2
- Wall_3 = Object3
All the Object# can have PhysicsBody (the type of the projectile) to Block and it will work just fine.
Got a little confused with the wording of the question, but think of the Object Type as a profile that other actors will see when colliding with it and the Collision Responses what the actor will do when it sees that profile on the other actor:
UE had a nice table in their documentation site but can’t find it. So found this with a quick search:
Source: Collision Filtering - Unreal Engine
My memory is BAD… so I need an easier more numbers way to remember, think of it as selecting lowest out of Row * Col:
Hope I passed your test… 
Better yes: did this passes Host’s test? 