Upvote:-1
I'm pretty sure the answer is: no, you needn't, and yes, they are.
But I think you should ask the personnel when checking in for your first flight.
Upvote:1
Unless you are able to clarify otherwise, "with one itinerary with two separate tickets Lufthansa and Copa Airlines" would tell me that you booked these two legs of your trip separately.
(eg. you went online and purchased your Lufthansa ticket and then your Copa ticket)
If this is indeed the case, then you will have to: