How do I animate complex objects?

I have my player object organized like this: Player -> Collider -> Mesh

Player is an empty that has the main character controller script, rigidbody, and animator on it. The Collider is an empty with the collider on it. The mesh is what it sounds like, it has a skinned mesh renderer.

I have it organized like this because the object needs to do some complex rotations and movements. This way I can rotate one object and rotate another object differently.

The problem is that I'm trying to animate it now and it's like the animation window is fighting me. I'm trying to make the effect of the object making the movement of like going down a funnel. It needs to rotate around in wide arcs, but it'll need to rotate itself individually while this larger rotation is happening. Like imagine taking a wooden cube and dropping it down a funnel.

Any rotation I'm doing seems to only apply to the collider object regardless of which object's properties I change. And the final mesh object won't animate at all. When I change one of its properties it just changes back to zero. Sometimes I can get it to change but it changes all keys to the same thing.

I don't have any bones because the mesh is only a box-like shape so I didn't feel the need. How can I get this to work?