Does it happen only to me? You do the good old drag and drop thing and you get a dialog telling you the percent completion. Problem is, with a large file, when it hangs, even if things are going on okay without you knowing it, you're mostly hosed. You kill the copy and then go to that directory and see most of the file has been copied, but you'd never guess. A waste of effort anyway.
What's better? Some form of linux - like the WSL - but, even Git bash might be your friend here. Why? Because because GiT and Windows are best friends ever since you know what. So, you can right click on the source folder in File Explorer, and say "Git bash here" and open up a terminal in that folder - not having to guess what to use to get there in unix - seriously, how would you know it needs to be //tsclient/C/Users/whatever?
When? You downloaded a large file onto one PC but now you want it on another one and don't have a USB stick large enough to get the entire season of House there.. So, you use Remote Desktop Connection into the destination PC, and, in that PC, you now find your folder and say Git bash here and then copy to /c/Users/<name>/wherever... and that's much more reliable - so much smoother when you stay command-line.