Missiles and siege missiles are currently phasing again due to Keen’s hotfix. If someone fires a missile at you, they may bypass the outer layers of your ship and explode inside your ship. The player-made patch will be re-implemented soon. Sorry for the inconvenience.
In the meantime, please comment and upvote on the bug report here: https://support.keenswh.com/spaceengineers/general/topic/191-023-missiles-teleport-through-ship-armor-not-stations. If you want to do more, please submit a support ticket to Keen here: https://support.keenswh.com/spaceengineers/general/ticket/add. Thanks.