If I understand you correctly, you only have your mesh and not any custom collision meshes, and relying on Unreal to create them. You might want to have a look at this page: https://docs.unrealengine.com/latest/INT/Engine/Content/FBX/StaticMeshes/#collision
In short, you need to combine your first solution with your second one. 
The first one being your visible mesh, and the second one being your collision boxes.