When an unanchored part collides with Terrain at a high speed, it often noclips through the terrain. Here is a reproduction place: terrain collision bug.rbxl (60.0 KB)
This behavior is a known limitation of our current collision detection system. We are currently looking into ways to improve things for exactly this type of situation but it will be some time until we will be able to release anything. In the meantime, this post may have some workarounds and tips and tricks that might be useful for you: Part with fast speed goes through walls