Not being able to copy animation events is a pretty labor inducing lack of a feature. My game makes heavy use of animation events, and the calls are all identical between animations on different characters (other than slightly different timing).
Look up “animation override controllers” if you are still having difficulty. They solve this problem by allowing you to map analogous controllers and clips together, and make them all share the same state machine.
After you set it up, any events you add to the base controller’s clips are also added to the related clips in related controllers.