Originally Posted by
coolcoil
You are way overthinking this. Immigration does not care whether you have a connection or not.
+1
Immigration doesn't access CM's reservation system . . . they have no clue what the details of your itinerary are.
The one caveat here is they can ask for proof of an onward ticket (i.e., a ticket exiting Panama). Not especially common, and it doesn't have to be the same one you flew in on.