Hey RyuMaster,

I'm making a golf simulation, so I've had to deal with a number of the things you are.

Some things to try:
1) make sure to place some objects at the extremes of your world. Even with a skybox, the physics simulation is limited to the minimum boundaries necessary to encompass the root positions of all the items in your scene. Note that an object's "position" is frequently in the center of your object, so a single large block will not expand your boundaries at all.

2) Regarding falling through the ground, you will need to add safeguards to protect against this. Using c_trace to shoot a ray from your previous position to your current position should help to determine if you passed through something you shouldn't have.

3) The documentation suggests not to leave gravity pressing on your object all the time when it is on the ground. I dealt with this by reducing gravity drastically when my ball stops bouncing and starts rolling. You can manually add velocity that is gravity's contribution along the slope that your ball is on. Since you seem to have gotten addcentral working already, this shouldn't be too difficult for you.

There are many many things that can get in the way of physics, so make sure to start out with a super simple level, i.e. just a plane, ball, boundary expanders, and a hollow cube for a sky, then work from there.

Hope this helps!