@Blackfox
I had the same issue with the maze walls in Eldora, where the walls are hidden in the floor and rise with the flick of a switch then fall again when the timer runs down.
What I observed if I remember correctly is that collision is placed where the entity is placed in the editor (where it will spawn in game)and does not move with the entity when animated in game.
The collision box for the door will remain at the position of a door when closed, its the reason you have to turn it off otherwise you cant get through, if you dont turn collision off you will find you can still walk through the animated open door model while collision is still placed in the opening of the doorway itself. (hope that makes sense)
I honestly cant remember fully how I solved this, all I can remember is doing things in reverse from usual, I would have to sit down and go through the whole process again to figure it out, but I can say it can be done.
@Scurvy
It actually looks like random spawning is having same effect as animating the object in a certain way. Not having looked at the idea too closely though I think you should try randomly destroying spawned entity,s first then randomly respawning to see if collision works better.
@Blackfox ADDITIONAL:
As stated collision will appear where the entity is placed in editor, you should place pillars as destroyed in editor, this entails doing your animation backwards (or copying the final frame of your animation to the be the first frame and simply jumping to frame two at spawn), it might also be best to turn of collision at same time if you want player to be able to able to pass under them first before triggering the destruction anim, after animation is triggered and collision is turned on you will find that collision is in right place.
I also found this from way back:
http://forum.thegamecreators.com/?m=forum_view&t=139567&b=28
If you ask me it would best to use animation on your walls in the same way I descrbed aove and try randomly triggering the anims rather than spawning.