Problems with physics. Collider shapes


Created a snowman out of primitives (Spheres and capsules). figure 1.
Appoint every primitive static Collider to give it physical properties. Then will integrate them all in an empty entity and appointed empty entity Rigidbody to give him a free drop. figure 2, 3.
Question. Why not take Rigidbody colliders of subobjects Rigidbody requires a Collider shapes, but I have already created sub-objects. How do I work around this problem Rigidbody?