A8 has pXent_addshape.

In your player action you can do something like:

ENTITY* player_cowling = ent_create("cowling.mdl", nullvector, NULL);
ENTITY* player_cockpit = ent_create("cockpit.mdl", nullvector, NULL);
pXent_addshape(my, player_cowling, PH_BOX);
pXent_addshape(my, player_cockpit, PH_BOX);