Why do my materials not cook?

Whenever I go to package my map, everything seems to work well EXCEPT my materials won’t package along with it. The map loads, but there are no materials showing.

I get this error:

Failed to cook TriMesh: /Game/Meshes/Mesh_4037349383.Mesh_4037349383.
Attempt to build physics data for /Game/Meshes/Mesh_4037349383.Mesh_4037349383:BodySetup_0 when we are unable to

This happens for everything in my map.

What am I missing?