I had this problem on a Copa booking the other day, no confirmation, but I believe it had to do with my naming convention and so did the lounge agent in PTY.

My Copa ticket was FirstName LastName, my account with OZ is FirstName MiddleName LastName. Every time I tried to link it, I kept getting an error. I booked Copa on the way back, different ticket though, I made sure to add my middle name, although Copa doesn't allow for a middle name, so I just put both names in the first name box. Worked like a charm.