Firstly, don’t panic 
Important: Do not select the “replace missing audio with silence permanently” option.
Let’s look at “what happened”:
So this is after you had successfully saved the project, and now you have tried to save a project made with a copy of the original track, and “something” has gone wrong.
We need to be careful here so as to avoid overwriting data, so we’ll do this slowly a step at a time. I suspect that you may have inadvertently overwritten some data somewhere, but I’m not sure exactly what or how, so we need to look carefully at what exactly you did, then hopefully we will be able to recover at least one of the projects.
Some background to how it all works:
When you make a recording, Audacity writes the audio data to disk as lots of small (about 1MB) files. These are called “blockfiles” (each file is a block of audio data).
If the project has never been saved, Audacity writes these blockfiles into a temporary directory.
When the project is saved, Audacity creates a “project file” (the “AUP” file) and a “_data” folder. Audacity copies the blockfiles from the temporary folder into the “_data” folder, and creates a project file which says how the blockfiles should be put together. Finally, if that was successful, Audacity then clears the temporary blockfiles from the temp folder.
For example, if you save a project as “my-project”, then Audacity will create a project file called “my-project.aup” and a folder for the blockfiles called “my-project_data”.
If the project had been saved at some time, then when recording, editing or processing, Audacity writes blockfiles directly into the “_data” folder and does not use the temporary folder. When the project is closed, any old temporary blockfiles that are no longer used in the project, are deleted from the _data folder, leaving only the data that is actually used by the project.
Is this clear so far?
As stated above, the project data folder is automatically given a name that matches the name of the project file. The project file (.AUP) holds instructions for Audacity about how to put together the project. These instructions include telling Audacity where to find the data files. For example, if the project was called “my-project”, then in “my-project.aup” there will be instructions telling Audacity to get blockfiles from the “my-project_data” folder.
The error message is telling you that when Audacity tries to open the “copy” project, it can’t find the “copy” _data folder.
How exactly did you do that?