I cannot speak to an interline from AM, but I will tell you my experience with an interline from COPA to UA that might help you a little.

UA and COPA are closely tied. However, the only reason I was able to interline was because the COPA reservation was in the UA system as well because an earlier part of the COPA trip was on US metal.

The COPA reservation was MDE-PTY-EWR-open jaw-ORD-PTY-MDE. I covered the open jaw on UA with BWI-ORD-MKE-ORD. The last MKE-ORD part was where I interlined to COPA. It was because the PTY-EWR flight was on UA metal that UA had the COPA reservation in their system. They told me that if it were not there, they could not have done the interline.

I still had to check in with COPA when I got to ORD. Most important, they of course did not have a record of the checked luggage in their reservation system. I showed them the luggage tags, and they manually added them. I was told that if I had not done that, the bags would not have been loaded even though they would have arrived at the plane.

The point is, even if the airlines allow interlining on separate tickets, you need to be very careful to make sure that COPA is made aware that you have interlined as soon as you can. Make sure you have the luggage tags ready to show them.