I just added an experimental Cobol preprocessor to Koopa. So far all it does is expand copy books. There is no support for replacements of tokens in copy books, or of any other preprocessing statements. Still, even this basic support was enough for Koopa to be able to parse another three of the five remaining test files which are part of the testsuite.
If you're interested in playing with this (or in expanding it) grab the source code from the project page and start with the Cobol85PreprocessingTest class.