Yes thats true, GLJPanel and GLCanvas delay context creation until they are visible (on windows).
To get a shared context for all of your components you could use a GLPBuffer and pass it as shared context to your components:
GLPBuffer sharedPBuffer = GLDrawableFactory.createGLPbuffer(...,1,1, null);
new GLJPanel(...,sharedPBuffer.getContext());
new GLCanvas(...,sharedPBuffer.getContext());