It's a problem with the Collectors Edition in particular, and is exactly the same in UFO Collectors Edition.

The missile has trouble navigating between elevations IF it's on the same x, y coordinate. That is to say, it cannot move up and down on the same tile (why? I don't know, it just doesn't). However, you CAN move it at slight angles! This isn't too bad, as you can make the missile glide through one tile wide holes, but it might be a bit tricky, so experiment a bit.

There is another way. You'll notice that every time the missile hits the pivot waypoint, instead of flying down it flies off to the south? Every time. And if it doesn't hit anything, it'll go right off the map. If you place one more waypoint just after the destination point and if the missile flies off the map, it will mysteriously reappear at it's proper location and fly off to its next target. So, place the pivot high up on elevation level 3, where there's practically nothing up there that'll block the bomb from flying off the map, then place more waypoints after its vertical movement. Try and get these ones to slam the bomb into a wall, or get them to slam into the ground at an angle.

There's also a bug with the proximity mines for the collectors edition that causes them to pass on their proximity traits to random items in the next battle if they are armed but not spent. Practically anything might explode in the next mission. Could be harmless, like a simple flare, or dangerous, like a grenade.

There are a few ways around it, but the best suggestion is to save your game just before entering combat then reloading it if a random item that shouldn't have exploded does, or just pick everything up off the floor and hope that you hear a mysterious 'pop' on the alien's turn.

- NKF, hurled a curious object that turned out to be The Curious Object of Doom™, and forgot about it promptly afterwards.