An example of this would be a permutation of size 32. Can this be of order 62? I assume not because the only way to achieve this would be to have the permutation be made up out of a part with order 2 and one with order 31, but this is impossible.
Am I correct, and what is a formal way of proving this?
You are correct. All permutations consist of cycles, and the order of a permutation is the LCM of its cycle lengths.
Therefore, a permutation of size $n$ can be of order $m$ iff there exist numbers $p_1,p_2,\dots,p_k$ which sum to at most $n$ and multiply to $m$. Clearly, this remains true if the $p_i$ are required to be distinct coprime numbers greater than $1$, which can be used to simplify proofs of (non-)existence.