It is possible to build your own walls in a 3D CAD suite and then enable wall collisions for them once imported into unity. I'm pretty sure the tunnel section in the custom track 'Cairodrome' is an example of this.

Don't think that there is currently an option for it in the track editor although it was meant to be getting an overhaul at some point which I think will allow you to do that, don't quote me on that though.

OK thank you for your answer.
I have more questions, but maybe another time.
For example, why in Unity can you see the shadows of objects, and when the route is generated, the ship and other objects do not shade? And much more questions :)