In addition to Copy and Replication requests, you have a third option, Synchronization requests that combines copy and replication functionality. With Synchronization, copy takes a snapshot of a set of source tables to their target tables. While copy is ongoing, replication captures the data that is changing. When copy completes, change-based replication applies all changes made during the copy up to the ending timestamp when the copy completes.
Note: The copy and replication components are all part of a Synchronization request, not separate Copy and Replication requests.
Copy and Replication do not overlap. Connect CDC copies all rows from the source table to the target table and then activates replication. Connect CDC keeps track of any changes that occur in the source table while the copy is in progress and replicates these once copy is complete.