Closing as won't fix. I don't think we can do anything to resolve such brutal collision setups. You have a very large object moving quickly in a tiny enclosed area with thin walls, which also keeps changing angle. Your event to bounce the object off walls is unnecessary since it's already set to automatically bounce off solids, so that might be making it worse. This is probably highly susceptible to dt spikes, and sometimes the motion will prove impossible to resolve and will trigger the "stuck in solid, push out anywhere" collision handler. This can teleport the object outside enclosed areas. It only happens as a last-ditch effort if the movement cannot be resolved any other way.
The engine only runs 60 times a second so you can only get so far accurate simulation out of that. To resolve this, make the object smaller, slower, and the walls a lot thicker. Removing the redundant event and stopping the bullet movement rotating the object will probably help further.