Typically, nobody wants to see your ticket (but bring a print-out just in case).
At the check-in counter, they ask for your name and passport, and with that find your flight and ticket.
You might also be able to get your boarding passes online, and print them or store them on your cell phone.
Most cases, they give you all the boarding passes for each flight right there, and also check your luggage through all the way. So you simply walk from gate to gate at each airport, show the next boarding pass, and fly on.
However, for long journeys with multiple executing airlines, sometimes they cannot print all boarding passes right at the start, so you have to go to the gate counters at the stop-overs – same procedure, name and passport -> boarding pass.
Note that some countries force you pick up your luggage and carry it through customs (and then drop it off again); that is required in countries where not all airports are international (I only know of USA, but there might be others).
If this affects you, they will clearly say so in the plane before landing, and at immigration.
As I stated in a comment to one of your many other questions, if you manage to book the whole itinerary through Emirates, it looks like it will be a "multi-city" trip.
Such a trip may be considered like 4 separate trips, not a single one. This can make a huge difference in the way things are managed.
If the whole itinerary is considered as single trip, then you check-in once in CMB.
They will give you as many boarding passes as they can, though for such a long and complex itinerary it is unlikely they will be able to provide all boarding passes (as the "check-in period" of the later flights may not even have started yet). In that case, you would get further boarding passes at "transfer desks" at intermediate airports.
If you have checked luggage, it should at this point be "checked through" to the final destination. The luggage tags will show the final destination as well as all intermediate connection airports.
You usually do not need to go through passport control or customs in any of the connecting airports. Note that this is not always possible in all airports, and in some airports it may depend on the arriving and departing terminals. You need to check this as this may have an influence on TWOV.
If something goes wrong, it is the responsibility of the airline(s) to try to get you to your final destination and usually to accommodate and support you in the meantime. However, there’s only so much they can do (as noted elsewhere, there’s only one direct flight a week from PTY to NAS, and nearly all other connections go through the US which would require a US visa), especially since you won’t be able to enter the country, so unless there’s an airside hotel, even if you are stranded for several nights they may not be able to set you up in a hotel.
On the other hand, if each of the flights is considered a separate trip (multi-city tickets are usually for a succession of flights where you have a few days in the connecting city between flights, like the outbound and inbound flights on a return ticket), then:
You need to call Emirates to double check exactly how the trip is considered. Get confirmation in writing that you can be through-checked to the final destination. If you can’t, the chances you will be in trouble are quite high, and given the number of flights, airports, countries, airlines and personnel involved, those chances increase dramatically.
Given the cost and complexity of your trip, I would (again) very strongly advise you to try to find an itinerary where you can get visas for the connecting points, especially when they involve switching from one airline to another or there are very limited flights on the route. I understand that getting a visa for the US or the UK for instance may be quite difficult for some nationalities, but there are probably quite a few countries which have lower requirements, especially for transit, and even more if you can afford multi-thousand-dollar fares.
It’s when seeing situations like these I have to thank the stars I have passports from countries which allow visa-free entry and travel to so many places!
You do have a difficult itinerary, so I will start with the general procedure and then add more details for your specific case.
On the day of flying, do I go to the Colombo airport Emirates counter
Yes. You may be also able to check in online, but yours is a special case, so DO go to the counter
and then trade my ticket for a boarding pass?
You show your ticket (and keep it). Then the check-in person will issue a boarding pass. There is no physical ticket anymore. What you need is
Will that boarding pass have all the destinations?
Each boarding pass is only good for one leg. So in total you will need four different boarding passes. Chances are you will get at least two ( CMB->DXB and DXB->GRU) during the first check in. You MAY get the other two as well, but that’s unknown. It depends on the agreements between Emirates and Copa and these days Corona often forces manual check-ins and prevent issuing a boarding pass up front. When you check-in in CMB ask the check-in person for details.
For an example, when I land in Brazil, do I need to go to the Emirates counter again to get a boarding pass?
No. If you don’t get your boarding passes in CMB, you will need to check in with Copa, not Emirates. You CANNOT go to the regular Copa check in counter in GRU since it is outside the transit area and you would have to enter Brazil to access it. Instead either find a Copa service counter (if there is one) or go the gate of your flight as early as possible and talk to the gate agents as soon as they show up. Present your documentation and the Copa PNR and they will issue the remaining boarding passes if your documentation is ok.
Some more considerations
Perhaps someone has the canonical answer, but when I travel, I don’t care much about these things; So, this is not so much a direct answer to your question, but a suggestion of an approach.
You have proof of purchasing this ticket. Just in case, carry a copy of that with you.
Emirates is responsible for getting you from A to B, though I suspect there’s some code-sharing going on, as, as far as I’m aware, Emirates flies neither from Brazil to Panama, nor from Panama to the Bahamas.
It’s quite possible you will get all your boarding passes in Colombo, but it’s probably more likely that you will have to pick up your boarding passes at some of your stopovers. I’d guess Brazil and Panama, but, who knows. When you check in, they’ll tell you, or you can ask, and, if you want to be certain, confirm and ask again.
You don’t mention where in Brazil is your stopover. Assuming it’s GRU (Sao Paulo), it’s most likely your luggage will be checked through from Colombo to Nassau. When checking in in Colombo, they’ll tell you. If you do have to pick up your luggage somewhere along the way, you will need to be allowed to enter the country in question.
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