I flew ANA round trip between US and Japan early this year. Copa FF# was added and printed on my boarding pass.
For the first leg (US->Japan), I emailed them a few days after the trip asking why the miles did not post. The agent replied my email a day later and credited the miles to my account. I was very impressed with the level of customer service.
Only until the time I took the second leg (Japan->US) and got the same problem. It has been 3 months now and I have tried everything (like you, I guess). My miles are still nowhere to be found.
Note that I am a Copa platinum. I cannot even imagine how Copa treats its regular members.