Running into the same issue here.  I have a library receiving many files via email.  A site workflow loops through all of the new files and uses a "Create item in another site" to move to a daily folder inside the library (this is because the number of files is over 5k).  Then an "update item" action tags the files with metadata.  Afterwards, a delete item action runs to remove the initial file.  I am able to open the files that are received in the library successfully, but the one created in the subfolder by the workflow cannot be opened.

I receive a similar error, although line 2 is a little different.

SharePoint 2013 on-premises, Nintex Workflow 3.1.5.0

Anyone have some ideas for troubleshooting, or , were you able to resolve this?  I thought it might have something to do with the filename that was being set during that action, but I have not been able to come up with anything in the name that makes a difference.

Thanks!

Brian

This might have already addressed but in case if some one is looking for it: 

This action cannot be used to copy the document. Attachement is not copies so you are receiving this error.