It shouldn’t be a problem to bring your medications or supplements when you fly in. Just make sure to bring any prescriptions and keep everything in original packaging.
As far as having items sent to you from New Zealand, it should be okay. There are some regulations set down by the Costa Rican government as far as types of supplements, packaging, and listing of ingredients. So I would recommend working with a Costa Rican shipping company. They know the exact regulations and will get your items through customs too.. Some items might even need special permission from the Ministry of Health. One popular service is Jetbox.com. I would contact them to get details related to your specific items.
Costa Rica generally does have most medications you find in the U.S., either the same brand name, another brand name, or the generic equivalent. I would contact the pharmacy at CIMA Hospital. If they have the medication in Costa Rica, it’ll be there or they’ll know about it. Usually there is someone who speaks English who can help. http://www.hospitalcima.com Call the main number on the site and ask to be connected to the “farmacia.”