Just to be on the safe side, I would suggest that you check on the website for U.S. travellers to Costa Rica and see if there are any restrictions on Oxy being carried into the country - with a prescription of course and also how many pills can be carried.
I do know that people travelling to some of the Arab countries can't take hormone replacement pills etc. - and there are other drugs that can't be taken into some countries.
Better safe than sorry. And I would also make certain that I showed the meds to the proper authorities rather than having them ask to see any meds being carried.