Object falling through floor

It's possible but I can't be sure as I haven't tried probuilder objects yet. Could you try the same thing with a simpler geometry like a cube and see if it still happens? if it does then we know it's not a probuilder issue.

If you want to apply gravity on your objects I thinks it's better to use the Gravity parameter in the rigid body component instead of applying your own, as it should be more in sync with the physics simulation.

As for high speed collisions, I have made bullets that bounce off walls using the continuous detection method on the bullets and worked fine. Perhaps you're moving things way too fast than needed? In any case you could move down the list to Continuous Dynamic, or set both objects colliding to Continuous and see how it goes.

For me when collisions aren't registering it's usually because my objects are moving too fast, even for a player to notice. So most cases I would reconsider whether I even need to detect collisions if things will move this fast.

EDIT: forgot to mention, you can also script your motion controls and behaviour in the FixedUpdate method instead of Update. FixedUpdate is the one where all physics simulations take place.