I suggest using BACKUP and RESTORE instead. This way you don't have so spend hours trying to troubleshoot and hunt down the relevant error messages (probably permissions related, the service account for the agent server not having appropriate permissions on the source server).
Copy Database Fails
I am trying to copy an existing database to a new database with a different name to use in testing. However, every time I use the Copy wizard it fails and tells me to look in the server event log but that log tells me nothing about why it failed. It only says that the agent job failed and a warning like "SQL Server Scheduled Job 'CDW_LIFEDEV2012_LIFEDEV2012_3' (0x5C0DAFD8B0D3A44993E5A4467BCB2CCF) - Status: Failed - Invoked on: 2020-10-12 08:46:20 - Message: The job failed. The Job was invoked by User SERVER1\David. The last step to run was step 1 (CDW_LIFEDEV2012_LIFEDEV2012_3_Step)."