If your missile is actually going through bricks and terrain etc., then there is something wrong.
Yeah essentially the missile is too long, and the missile shaft passes through objects before the origin point in the missile tail eventually gets to the object and causes the explosion (I put the origin point in the model back there for lighting/particles/etc). That's why I was wondering if it were possible to get a collision check more up front or something, as a bonus maybe giving the missile the ability of being shot down.
Edit: Actually I could manage placing the origin node (or Root joint or whatever) at the front with the particles and all, since I can work some particle magic to get the desired effects from there. It would would still be an interesting concept to be able to shoot down missiles and such, I figure making a weapon specifically for that which fires bots with their own LOSCol meshes to catch any incoming projectiles would be more ideal, or make the missile itself a bot.
Edit2: Almost done, just have to tweak the explosion a bit


The red stripes and the front glow in the dark. The tail end too actually.