I had the same issue last spring, and trying it, as suggested, in another browser did not help. I used Firefox (Mozilla 12 - 1.0) and Chrome (Version 30.0.1599.101) and even the latest version of the dreaded Internet Explorer.
In each case, I have followed the instructions from last spring carefully, clicking first on New Post, then Copy Post. The problem is that in the bottom left of the screen, I can see the supposed URL of the Copy Post, but the link is broken.
My site is https://bcphotoadventures.wordpress.com/
I was happy to see I am not alone in having this issue. It would be great if WordPress could fix it for us all, as having to redo the categories, etc. each time is a real pain in the you-know-what!
Thanks, I hope,