Error "No payment information found for this record" when connecting multiple participants to a single payment via API
when you create the "non main" participants, do you link them with the main participant registration? 

As written, try to register multiple participants via the normal web interface and use it as a template, but it seems that you need to set participant_registered_by_id to the id of the first participant (BAO/Participant.php getAdditionalParticipantIds function should give you more hints)