It is in Grease Pencil mode that DopeSheet does not allow you to copy and paste keyframes.
I reset the Keymap settings to factory defaults. I still can't copy and paste. Why?
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Try, instead of copying the frame itself, copying the grease pencil object in edit mode. You should be able to paste it on to the frame you want it.
I am not 100% sure why you can't copy and paste frames, but I suspect it has something to do with the way grease pencil objects are handled by blender.
To paste a keyframe, you need to select a channel to paste it into.
If no channel is selected, there is no place to paste the keyframe:
If one channel is selected, paste the keyframe into that channel:
If two or more channels are selected, paste the keyframe into every selected channel:
I may be missing something here, but to Copy/Paste a grease pencil keyframe in Blender, follow these steps:
Needing to select the layer first is what trips people up. When dealing with multiple layers, Blender needs to know which layer you want to work with.
Hope that helps!