Problem with Road Mesh Collision if used with Spline Mesh

Are you still using “Use Complex Collision As Simple” ?
That doesn’t work for splines if I recall correctly.
You need to mark up the static mesh with a simple box collision in the unreal mesh import/editor because a “box collision” is different from a “mesh collision that happens to look like a box.”
There might also be a way to make Blender generate the appropriate mark-up in the output export file, such that the engine generates this simple collision primitive automatically, but I haven’t looked at this for the last 10 years or so, so check the art path documentation …