I have had troubles with COPA upgrading when there is a companion, whether or not the companion has status. It is like the issue United has where it needs to split the reservations to upgrade people.
Once the PNRs are separated, upgrading works fine. But this has definitely cost me upgrades on my first leg.
I might suggest calling COPA and asking them to split the PNR. However, Copa phone reps are pretty terrible. You might need to be very explicit.