The Yav_prop_boulder is hollow in my world. I can walk and shoot through it. I believe I`ve gotten all the requires odf files (only 1)
Is it there a way to make it solid?

It might have no collision geometry in its .msh file. However automatically the game (Actually the munge process) creates them if there are no collisions inside the .msh. So...check if your .msh file has a .msh.option file. It probably contains the following:
-nocollision
Remove that part and save it. Now the boulder should have a collision now.