I haven't taken the COSC, but I've taken 2 other specialty exams. (CHONC and CGSC)
I agree with Amy that the CPMA is a different type of exam than a specialty exam. Whether it's more difficult than COSC or not depends on the level of background & experience you have with the auditing material.
A specialty exam is more coding specific than the CPMA. On the CPMA, a large part of the questions are about documentation, regulatory, and reimbursement requirements. Also, the cases will come from different provider types and specialties - it could be from physical therapy, hematology/oncology, psychiatry, etc. If there's any of those subjects you're less familiar with, you might want to review those coding guidelines and concepts. You can see the exact breakdown of how many questions come from each subject here:
https://www.aapc.com/certification/cpma.aspx
I have taken some courses (CPC, CIC, CDEO, CDEI, and CPCO). Oh, I also took the CHONC and CGSC specialty courses. I think the courses can be useful as part of study preparation, because the courses are structured to cover the material that's relevant to the exam. If someone is unsure of their familiarity with a subject matter, a course can be a good refresher.
I didn't take a course for CPMA or CPB - I used the study guides and practice exams to prepare for those. I felt comfortable with my background in both areas to prepare on my own. (I probably would have felt comfortable preparing for CDEO on my own as well, but I signed up for CDEO when it was available through freeAAPC.)
Good luck whatever you decide!