No matter what I do the Character goes through Walls

if its just the camera doing this then based on what you have in your blueprint component section, my guess is your issue may be related to not having a spring arm. By having the camera locked in relation to your capsule component you can potentially move it passed walls and floors. The Spring arm acts like a variable distance arm that when it detects the camera attempting to clip, it will bring it forward. Heres the documentation page on it. Using Spring Arm Components | Unreal Engine Documentation

There are also a couple visualization modes you can try to narrow down your issue. You can go to show in the scene view and enable show>collision to visualize the collision geometry, you can also change the view mode from lit (the normal view) to player collision (hold ctrl+alt over the options to get more info) and it will show you the scene as it is via collide-able objects.