when you create a Backup Job that does not include VM templates

and you create a Backup Copy Job whose source is the Backup Job

Then the result is that all Backup Copy Jobs finish with warnings! The Backup Copy Job tries to include the templates, for which - of course - there are no new restore points, because they are not being backed up by the source job.

For now, we can work around this issue by manually adding these templates to the exclusion list of the Backup Copy Job, but that is a manual cost that we're not willing to continuously invest, when the solution could be so simple.
The correct thing to do would be that Backup Copy Jobs whose source is a Backup Job, include or exclude templates based on the source's job settings.
We have a case open for this, and our issue is currently at R&D. But I want to press that this behaviour will be fixed (in the first place) and hopefully with v12.
#Removed Contract Number by Mod