The discovery of this transaction log backup-copy shortcoming has been an unsettling find of Veeam B&R 9.5. There should be a warning popup at a minimum when you setup the TL backups so atleast backup administrators are aware of this limitation if a BackupCopy will be put in place.
Seriously the DB Server backup is 95% there but Veeam decided to release the product without a viable built in and supported option to replay logs at a DR site.
Feature consistence in this product seems to be lacking. Found another post where someone stated this issue should be considered more of a bug than a feature request and frankly I agree with him and Veeam development should be all over it. Its now July 2018 and still no option for this and the earliest post I found on this was Jan 2015, and yet this feature is still in the works. Ohhh not good.veeam-backup-replication-f2/feature-request-sql-t-log-backups-in-replica-backup-copy-t25349.html
Love the product but just a bit bummed out I guess.