If you’re stretching the original collision mesh using the spline, the original collision mesh needs to have more subdivisions along the length. You’ll need to make that mesh in your modeling software. In the modeling hierarchy, you’ll need to name the collision mesh with the prefix “UCX_[UnrealAssetName]”. Reimport the purple grid mesh, and Make sure to deselect “Auto Generate Collision” when you do.
For a detailed tutorial, I’d rtecommend this clip: UE4 - Tutorial - Custom Collisions! (Request!) - YouTube