Unsure if this'll be helpful. Error 000260 looks to be what is thrown when the "Copy" tool malfunctions.
If you care to go a poking around in ESRI's dark underside, you'll probably find the actual stuff that makes the tools work here: C:\Program Files\ArcGIS\Pro\Resources\ArcToolBox\toolboxes\Data Management Tools.tbx CopyMultiple.tool is the thing that "copies multiple datasets or tables" from one place to another.
Once I started using ArcPro, I noticed that some things don't work like you'd expect. Instead of Copying your feature classes within your various datasets, I recommend Right-clicking on your destination database (as seen in your ArcPro Catalog window, under the Databases folder), and selecting Import, then Feature Class(es). That should do it.