When this issue occurs, you can't copy and paste any content of the first instant message (IM) in a Microsoft Lync 2013 (Microsoft Skype for Business) client until one of the following conditions is true:
The IM is replied by someone.
The conversation is saved in Lync 2013 (Skype for Business) together with the following message:
We saved this conversation. You'll see it soon in the Conversations tab in Skype for Business and in the Conversation History folder in Outlook.
To fix this issue, install the September 8, 2015 security update (KB3085500) for Lync 2013 (Skype for Business).
Note Lync 2013 was upgraded to Skype for Business in April 2015.