Your triangulated mesh already represents a convex hull with a cavity, there's no need to perform additional collision checks only to invalidate previous tests. This potentially means additional computation and possible false positives, as @DMGregory pointed out in the comments.
The approach you describe is called the broad phase of collision testing, where the physics engine identifies the potential colliding pairs to investigate further during the subsequent narrow phase.
During the broad phase, the physics engine uses fast collision tests to determine which bodies might intersect. They rely on using simple primitives (such as AABBs or spheres) that fully enclose the original mesh and testing for overlaps in a yes-or-no fashion: if the big, chunky wrapper doesn't collide with anything, then the smaller, higher-detail collision proxy won't either. No need for convex hulls at this time.
Then, during the narrow phase, the engine tests all previous potential pairs and performs the actual collision detection. Now, every game object is tested using its actual collider(s) and, depending on the pair's proxy shapes, the most appropriate collision detection algorithm is used, for example Cube vs. Cube, Sphere vs. Wall, or even AABB vs. Ray. Complex objects may now require the SAT for convex hulls or sub-meshes.
Further readings: Dirk Gregorius's talk Robust Contact Creation for Physics Simulations at GDC 2015 (here's a PDF version of the presentation) gives a solid overview of a physics step collision detection-wise, and may help you figure out an approach that works best for your needs.