Interesting. Have you tried with a good ol' brick and mortar travel agency? may they can construct the itin.
The issue with two separate tickets on Copa is both the crazy increase in cost and the Copa policy where they will not check a bag through and you have to break immigration and customs in PTY and recheck upstairs. This has happened to me twice before with seperate Copa tickets
If you haven't added the last sentence confirming your own experience, I was going to challenge it by intuition because in flights from Venezuela to the US (restricted as a single itinerary) they definitely check thru, so they surely can but probably is an exception for the very particular situation of Venezuela.