LAN in SCL was the only airline I had any issues with on my RTW as well. Mine was the reverse of your problem though, my domestic taxes were paid, but the international ones weren't (probably as a result of my layover being less than 24 hours, so seen as a transit by QF when they prepared the ticket, but seen differently on the ground in SCL). I didn't have any problems flying out of GRU though (but then again I flew on BA to EZE, so might have dodged that one). Only other place it looked like it might have been an issue was departing NRT too, but managed to find the tax code somewhere on the ticket fortunately!