I created a terrain and elevated it all around the edges so its looks like a Mountain Covered terrain i made a sphere which is the player,When it collides with those elevated edges it is completely normal but whenever the Sphere collides with them with greater speed it goes right through them
It is because in one frame collider is above terrain and in next is under terrain. You have to check by ray for excample if terrain is above or under you and if is under than change your position to contact point.