I think you have found some similar hitch to the one I had when trialling TomTom on the PPC emulator.
I have to make GPS load on startup, completely independant from RR.
Then have RR call up an empty batch file instead of giving RR your full GPS path, this then triggers RR to look for the window with the right name to embed.
If you don't use the blank batch file, it will try and load a new GPS instance everytime you try to switch back to it.
It might work, it might not.
Does ALK CoPilot come with EU maps? I bought a second hand copy a few years ago and it only had US maps
It would be nice to try it out.