[dnanian]

In general, Sandboxing Catalina doesn't make a lot of sense, since the system is on a separate volume and is entirely read-only.

That said, the problem is likely that the shared items are being linked to a snapshot, rather than the original files. Add the source volumes to Time Machine's "do not back up" list, temporarily, then quit SuperDuper and re-open it. Do your Sandbox, then fix your "do not back up" list.

That should let the sandbox work.

Note that the disabled items are entirely expected: Apple hasn't allowed 3rd party tools to set the startup drive since 10.11 or so (I honestly forget exactly when they changed it, might have been 10.12).