Parent killable take damage while his child killable collide

Unity will force child colliders without rigidbodies to register hits on the parent instead when it has a rigidbody. Nothing we can do about it.
So, the first question is: do your child Killables both have their own colliders and rigidbody? If not, step 1 is adding those.

Let me know if you still have problems. Have you studied the Composite Killables example Scene?