Is autocorrelation the same as multicollinearity?
Autocorrelation is a measure of a correlation of a signal with itself, as a function of delay. 

Correlation is usually between two different variables (without respect to time). You can take it with the same variable, but that will of course equal 1.

Either way, XGB is robust to multi-colinearity (correlations between features, or explanatory variables as you'd call them in statistics), please have a look at this post for more information.

Lots of things could be wrong with the model, I would start with really understanding the data and making sure there's nothing wrong with it(missing values, unexpected distributions etc...).