Thanks for the comments 
Actually, the collision is working and the character is even falling through one of the holes. However, the whole collision looks a bit strange because as long as the character has even his left toe on top of one of the blocks he is standing produly over the hole. I do not really know how to fix this - I tried making the collision capsule smaller, but that did not help.
Another things that bugged me was that I had to enable gravity for many objects like the sparks or (as TheFoyer noticed) the explosion trails. It just looks SO ODD when turned off ^^