First , you cannot use /me endpoint to copy shared files, because user_a_file_id is not under user_b items, so the first api is not suitable for you. After my test, the second and third api can copy the shared files to my own drive correctly. Before that, you must ensure that the file is shared by user_a to user_b.
Then, I suggest that you can directly use graph-explorer to call the second or third api, which requires you to log in to graph-explorer using user_b.
POST https://graph.microsoft.com/v1.0/users/user_a_id/drive/items/user_a_file_id/copy
{
"parentReference": {
"driveId": "{user_b drive id}",
"id": "{Your shared files are stored in the folder id of uesr_b}"
}
}
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