Collider doesn't follow the animate object!

At default FPS Character from Standard Asstes I added arms. I created an axe idle animation. The problem is that the collider is in the initial hands object:

 

the arms are a skinned mesh. The colliders are not. You would need to rebuild the collider mesh everytime the arms are deformed by the bones.

There's actually a paid asset that will do what you are expecting, it's called RASCAL
https://assetstore.unity.com/packages/tools/physics/rascal-skinned-mesh-collider-134833

the 'regular' way to do it is to use capsule colliders parented to each bone.

 

Ok but if I use the asset I need to use other arms or I can use the arms that I already have?

 

The asset turns a duplicate of your actual mesh into a collider. You can have this happen at start or at runtime which is what you would need, so the collider updates depending on your mesh.

I’m having issues with it crashing my Unity and destroying my project, but to be honest I am 99% sure there’s something else that’s causing the issue although it’s importing Rascal which triggers it. You should be fine, the asset store has amazing reviews on it, and I just bought it today so I’m sure I’ll be able to fix this with the help of the dev in the following days.