You didn't mention if you did the last part, which is double-checking on the COPA website . Though, it sounds like things are squared away.

I have run into a similar issue with upgrades on purchased tickets on UA that included COPA legs. I found out there was a problem when I was not able to check in for the UA flight on line. The first time it happened, I stood at the check in desk for 20 minutes while the UA agent talked to a support person to fix it. The second time, I called UA before I went to the airport, and they said there was a problem on the COPA end. I called COPA, and they told me that when UA upgraded their leg, they reissued the ticket but on the COPA leg changed what was originally a COPA flight number to a UA codeshare number, and that screwed up the ticket. However, in that case, the COPA agent said he would take care of it and would call me back. 40 minutes later, he called back and all was good.

One thing that gives you a warning on line about this particular issue is that the last leg was listed first on the reservation. That is, instead of showing leg 1, then 2, then 3, my flights were listed as 3, 1, 2.

I don't know if this is a related issue, but it is something to watch for when you get UG'd by UA and there are COPA legs downline.