Hello,
I have some problems with a custom collision mesh I'm using on a space map.
I can walk on some parts of a polygon but on a other place of the same polygon I´m falling through the ground. And the really curios thing is that a weapons' ordnance still hits the ground where I´m falling trough.
Ideas what could cause that?

It might be helpful if you post a picture of the place where you are falling through/collision model in xsi. There are many things that could be wrong with it.

The parts were you fall trough are marked in red.
We also tried to split up the mesh in smaller parts but that didn't helper either. You are still falling trough the same part.

Note: The model here is only a collision model and does not include any visible parts.
That's why the cube is a parent because if we try to export the visible model together with the collision the visible model gets destroyed somehow. It works very good that way - except for those areas where you fall trough.
(Exporting a collision mesh without parent doesn't seem to work, Nulls didn't help either. That'y why the cube primitive)

The floor seems to be pretty thin, I'd try making it a bit thicker. If that doesn't work I imagine adding a cube to the places where the falling occurs would fix the problem, although not the best way... :/ Can't see anything wrong from the pictures.

We were thinking about that but unfortunately this issue also occurs on some of the walls, too.
You can hit it with weapon fire but as player you can simply run through it.

We also have a similar issue with one of our fighter models. When landed, you can run trough a certain part of the side of mesh. The funny thing is, if you crouch you can't go through it.

It sounds like you have collision soup. I see you're using ZETools to export also, this means you have to comply with 2 sets of rules. I can't make much out of your images but you'd probably be better off remaking all collision from scratch while paying close attention to the collision creation guidelines in the docs and whatever the ZETools needs to export assets properly. If you do these things correctly and the collision still has problems then try a msh.option file with -donotmergecollision in it.