I have the same thing on an existing reservation for EWR-GUA. Three of the segments are on CO, but one is on Copa, and my company travel department booked that segment on a separate ticket. The record shows all 4 segments with the "A modification has been made..." message. On a prior trip when I saw the message and called, the CO agent ended up canceling the one CM segment, causing me many phone calls to fix it. The lesson this time - ignore the message.