Spline Mesh Collision

OverlapAllDynamic

vs

my pawn doesn’t collide with it and goes through it.

What kid of collision are you actually expecting? Overlap will generates overlaps, not blocks.

Then I added collision in to my spline mesh actor hoping that this box collision will generate automatically as spline mesh gets larger but that did not work too.

This will not work, there’s not enough data in the box to deform the collider - unless the spline is straight as an arrow, ofc.