Quick answer: Set the rigidbody's collision detection to Continuous or Continuous Dynamic, give thin walls a thicker collider, and lower the fixed timestep if needed.
Bullets pass straight through a thin wall when fired fast enough. Between two FixedUpdate steps the rigidbody jumps past the wall without ever overlapping it. Continuous collision detection sweeps the path and catches it.
How to fix it
1. Enable continuous detection
On the fast rigidbody set Collision Detection to Continuous or Continuous Dynamic so the engine sweeps its movement and detects the wall it would pass through.
2. Thicken thin colliders
Give thin walls a collider at least as thick as the maximum per-step travel distance, since extremely thin static colliders are the hardest case even for CCD.
3. Lower the fixed timestep
Reduce Fixed Timestep in Time settings so each step covers less distance, shrinking the gap a fast object can cross between collision checks.
Catching the ones you can't reproduce
The hardest version of this to fix is the one you can't reproduce — it only happens on a player's hardware, OS, driver, or save state, under conditions that simply aren't present on your machine. A report that says “it crashed” or “it froze” gives you nothing to act on, so the bug survives release after release while quietly costing you players.
Automatic error capture closes that gap. Each failure arrives with its full stack trace, the device and OS, the build number, and a breadcrumb trail of what the player did right before it broke, so even a failure you have never seen becomes a specific, reproducible issue. Fold identical failures into one signature ranked by how many players each hits, and your worklist sorts itself worst-first instead of arriving as a stream of vague complaints.
This is where a tool like Bugnet earns its place. Its SDK captures every Unity error automatically with the full stack trace plus device, OS, memory, build, and game-state context, folds duplicates into one grouped issue with an occurrence count, and ties each to the build it first appeared on — so you fix the problem that hurts the most players first and confirm it is gone when its signature disappears from the next release.
A crash you can name from its stack trace is a crash you can usually fix in minutes.