Originally Posted by
MarieLine
in a yoga farm retreat all the way in the south
Where is "all the way in the south"? That would help answer the question about how to get to Panama.
When does your passport actually expire? Panama requires that you have at least three months' remaining validity on your passport in order for you to enter the country.
Costa Rican immigration is very strict at land borders about enforcing the onward- or return-ticket requirement when you enter. Obviously, they can't get into Delta's reservation system to see that the ticket was cancelled and refunded. Would they call the airline to verify? I doubt it, but who knows?