I think I got all of the mesh stuff right, but yes, I was having trouble with that. I was failing to move back to the Scene tab and trying to add that from the Import tab. Once I started remembering to add the collision shape from Scene, the errors about collision shapes needing a shape went away. I'll open the debugger window back up and see if its errors went away, too.
As for the filenames, using your examples, Hello.tscn is saved as Hello.tscn. But I just did a quick test:
(6:53) ~ % gvim t T
and gviim would not move on to T, and then "rm T" removed t, so who knows what M$ is doing to fsck up filenames. So I'm guessing that it's all in how M$ stores the filename internally. Would it convert Hello.tscn to hello.tscn internally in the filesystem itself, and then waste space to store its name to display? I suppose that wouldn't surprise me with M$.
So if I understand what's going on here, if I want to be able to export my games to anything other than windows (e.g., Linux, Android (which runs on Linux), or MacOS X ... NEVER iOS), I'm going to need to use all lowercase filenames, and rename BlockLarge.tscn to blocklarge.tscn (or block_large.tscn?). Is that correct?
Here's what's surprising: tutorials on Youtube all suggest the mixed case filenames to split up words, which, as I understand it, is the current de facto standard these days. But none of the ones I've seen mention anything about this case-sensitive vs M$ issue.
 I will not even attempt to export to iOS for two reasons: First, I'm not going through Apple's BS process and paying their insanely high fees to release anything there, and Second, my Mac Mini died years ago, and my understanding is that you need a Mac to release to iOS. Oh well, if, by some chance, one of my future games goes viral somehow, iphone/ipad people will have to buy an Android device if they want a mobile version. Not much I can do about that.
Thanks. I'll check to see if those debugger errors are still there and report back if they are.