Hi. My final solutions, if someone ever needs it was to do crude custom collision and add them as child component.
I then retrieve the hit from the raycast and send with a interface BP all the information required from the gun (dmg |Type etc). I then look for the name of the object in a map of all the collision linked to the armor attached (torso, head etc) in order to find which was hit and then retrieve their information from the armor blueprint.
Hope this can help !