BEPUphysics

Does the Terrain class have a BroadPhaseEntry? And if not, does that mean I have to do a ray-cast on it separately from the ray-cast on the space?

The Terrain is, itself, a BroadPhaseEntry. Once added to the Space, you can raycast the space and it will find Terrains. The same goes for StaticMeshes, StaticGroups, and InstancedMeshes. Entities use the 'collision proxy' approach because the Entity class itself is primarily related to dynamic movement, not collision. Static stuff has no such extra logic, so no split is needed.