Hi Roxane,
EPMCopyRange will execute after formatting. That is why your formatting is gone. For similar requirement I did as follows instead of using EPMCopyRange.
Just give a try:
Create 2 local members
local member one - Blank Formula insert at end of column axis
local member Tow - Create with EPMSaveComment referring to local member 1
Do the formatting as per your requirement for these 2 local members.
Hope it helps...
regards,
Raju