I didn't write code for them yet but I expect them to collide but it doesn't. I wonder how people are creating 3D fighting games?
If you are trying for that, I might suggest finding some sample or tutorial project that demonstrates 3d model interactions like that. You may save yourself a lot of time experimenting.
note: There is a debug option to turn on display of collision shapes. Use that and you might get a better idea of what is or is not happening.
Kinematic bodies can effect other bodies (rigid bodies), but don't respond to physics (ie the engine doesn't simulate collision reactions on them; that is their purpose; collisions are calculated with them but 'physics' must be implemented by you). You must write your own code for them to react to collisions . Conversely if you have rigid bodies in scene and a kinematic hits it, the rigid body will react.
Note: Until you move a kinematic body to match the skeleton or model transform in code, it will simply sit where it is spawned. Don't expect hierarchies of kinematic bodies to work, because generally my experience has been you need to control each directly and can't expect a scene hierarchy to do so.
So in this case I would try to collect a model part's (head or leg) transform and apply it to a kinematic in the kinematic's _physics_process(). Generally don't make a kinematic the child of any other kinematic or scene node being moved, instead use a spatial to organize the assembly, keeping kinematics and your model separate under your organizing node. This node should not transformed except for initial placement.