Given a typical gamobject with single rigid body, but many child objects with colliders the following occurs:
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even if you loop through contact points, you will only get an event for oncollisionenter for touching any compound collider. Same for exit. You do not get an event for individual child gameobjects.
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you need to attach each child to the parent via an additional fixedjoint, from child to parent, in order for oncollisionenter/exit to fire correctly.
I have a headache and I feel sick at the moment so I will not be making the effort to prepare a bug submission report. I make this post so you can deal with it if you want to deal with it.
The reason you would not want to attach a rigid body to each child is because doing so, you will have objects pass through objects unless you manually rotate and transform everything. This is both slower and full of bugs. One should only need to transform the parent.