For the most part, the general rule for all software is that each of the separate collision parts must actually be separate, whole, solid objects, with smoothing set to maximum*. Your 'L' example would make a triangle because the studiomdl compiler 'shrinkwraps' the .smd you give the .qc to use--it can't handle parts that are concave.
Instead, build the 'L' with 2 convex parts, 1 long for the 'L' stem, and another for the leg. Make sure none of these convex parts share verticies with each other. You may overlap them, but make sure they are indeed separate.
(*denotes that most softwares require a specific smoothing setting to export a working collision mesh .smd, 3ds max needs 1 grouping, lw needs 180 degree smoothing, XSI requires some bs that was no fun to deal with,
http://developer.valvesoftware.com/wiki/Collision_mesh).
Having said that, it would awesome if someone with the know how would go step-by-step through the blender process for making collision meshes. I don't use blender, but if you follow the rules of convex pieces, you may be able to figure out the process yourself.