I've given up using COOL (they've renamed themselves Continental Online) because they really are a separate agency with partially connected computer systems. I discovered this (as have others who have reported this exact problem) when I made a reservation online, paid Continetal directly (to use a TCV), then had COOL cancel the reservation for non-payment.

Somehow I've never had this happen with NW when I've done the same thing but I suspect it's just luck.