Thanks you guy's for the tips because i got it working !
Using moving colliders is a bit tricky with the " select a Link " function to attach a object to a animated one .....
This is because the object will start to follow the movement from the animated object from its origin pivot position.
So a small guide below ..
To make a physics collider inside your animated door
- create a object of about the same size that will stop the avatar from going threw the object ...
- make sure that they pivot point of the object is in the middle of the object ( you can change it with the " affect the pivot only " button , you will get a X,Y,Z alignment and you can move it like any other object ) its underneath the Hierarchy button , right to the modify tab

- attacht a physics component to the collider ( the 2 boxes with the chain in between , just click on the first object and drag it to the one you want to connect it with )
- link the collider to the animated object so it will folow it

Thats how I got it working !