I'm a little unclear on why you want to buy the new bike rather than ship one you already own. Are you planning to leave it in Panama (doesn't sound like it)? Am I reading your post right in that you have the option to buy the bike new in crate and have a shop in Panama build it for you (or build it yourself once you arrive)? If the latter, that's probably the safest option for shipping it there; if you'll need a shop to do the work, make sure you arrange it with them ahead of time; but then that doesn't solve the issue of how to ship it back after your trip if you plan to do that.
As I've said many times before, I MUCH prefer shipping a bike over trying to deal with it in an airport. Within the USA, it's no more expensive (sometimes cheaper, depending on shipping criteria) and WAY more convenient. I would at least price whatever shippers go to Panama (FedEx/DHL?) for comparison.