Let me see if I understand this right... Usually you need a multisub object material which you assign the normal material + the proxy material. To the collision primitives you assign the proxy materials and to the rendermesh you assign the normal materials (via material ID's) But when you use 1 object you can#t assign 2…
Turn on physicalize and set it to default in the material ID`s that your object is using. This is not recommended though, you should really use collision primitives...