A decent start is to use the collision visualizer.
if you have tickness to the wall it will show you the collision.
the second thing is to enable sub stepping with default settings, since at a speed of 7,000 with a tickness of 10cm you shouldn’t be getting issues.
The third thing is to check the projectile. Maybe you just haven’t added a collision mesh to it.
Fourth thing, is to code an OnTick event to make the collision longer and scaled backwards (like a long tail) based on current velocity, so that collision is forced to happen.
Also, collision wise maybe on hit vs on Overlap could do the trick of the other 4 points still fail.