For the first error you posted before this, you still need to grant execute permissions on xp_cmdshell to the standard user. If you grant execute and do NOT have a proxy, they will get an error.
For this last error, you are referencing another server with a unc path and using an admin share when you use:
copy \\server\c$\folder\file.txt \\sameserver\newfolder\
Using an admin share isn't a good idea and anyone executing that would need to be an administrator on that other server you reference. You should create a normal share and grant the permissions on that share.