well, for starters, they do feel pain.

one of my close friend attend the Muay Thai training. for the first week he had to train his fist by pumping on the ground/gravel/whatsoeversurfaceidunno until his knuckle bleed. after some time, he said his knuckle can withstand pain already.

there's a story from his Muay Thai teacher that one of his students are too obsessed with training and fighting that the teacher couldn't put him into competition, scaring that he might kill his opponents accidentally this is somewhat true because one of my friend's training senior saw that student fall into a small drain and his leg, when in contact with the edge of the drain, the edge breaks and he felt no pain at all and said "oops, i broke the drain~"

bones can be really strong if u train them hard over the years