C2 only uses collisions polygons if the bounding boxes are overllaping already (the bounding box is the smallest non rotated rectangle that the object can fit in, if the object is rotated, the bounding box does not rotate), this is part of the reason why you cannot set a collision polygon outside if the object.
however polygons checks, when used, can be really time consuming but I would recommand: use a simple shape that just correspond to your object well. I do not think that, unless you have a very large number of poly checks in the debugger, changing the'polygons would help.
also, for all the behaviors that use collisions, and on your events (under some conditions), collision cells are used: on a big environnement, they just makes objects completely ignore collisions as, well, there will not be collisions between them anyway.
If you have perf. problems, try to see where that problem is comming from, if it is the collisions, then maybe you just need to check less collisions, accordingly to the design of your game.