The Royal Palm lounge is at Sanford Airport (SFB) not the main Orlando airport (MCO). Sanford is used mostly for Allegiant Airlines and British charter flights and none of the majors fly out of there.
The United Club is on B-side at MCO, and American is on A-side at MCO, however both are past the security checkpoint. To go from AA to UA you need to take a tram (train) back to the main terminal and then switch to the other train. Not a big deal as you are past security, but do allow an extra few minutes for this - the trains come every couple minutes.