Is the mesh a skinned and boned one?

The problem is you cant really use a mesh collider with a skinned object, as not only do you need to update the deformed collider mesh but you will then have to do the complete skin and bone transformation on every point as well making it very slow, you need to be using things like capsule colliders on the bones for such things to approximate the shape. Plus the reason the gizmo and collider mesh are shown in the wrong position is again due to the fact they are not being altered by the bone transforms and are happening in the local space of the pose state of the object, there really isnt much that can be done about that apart from putting every calculation through the entire skinning process which probably isnt worth it just to position the gizmo box in the right place.

The speed maybe ok now but once the entire mesh has to go through the skinning pipeline again it will start to get slow, using mesh colliders on skinned objects is just something that is not expected in Unity. Using simple colliders is really the only way to go, if you use the attach system in MegaFiers you can have them so they move with the deforming mesh or as most people do just attach them to the bones.