Here are two relatively new titles on the Darien Colony I found today:

The Price of Scotland

Caledonia's Last Stand

Also, in a somewhat related title:

The land that never was : Sir Gregor MacGregor and the most audacious fraud in history by David Sinclair (DeCapo Press, 2004). MacGregor, a former soldier-of-fortune with Bolivar, was involved with several schemes to carve out new nations in the Caribbean and Florida:

http://www.clangregor.org/Poyais/

Yours aye,

Todd