You may use get_open_filename and similar functions on Windows, Mac, and Linux via an extension like this one:
https://forum.yoyogames.com/index.php?threads/dialog-module-for-windows-macos-and-ubuntu.44311/
Although there are still a couple bugs I found that are in dire need of fixing:
1) with synchronous dialogs, if you press a mouse button or a keyboard key to open a dialog, when the dialog closes you will need to clear the keyboard and mouse state because it won't do that on it's own, not sure why. This seems to work on Windows but on mac or linux you will need to press the previously pressed key twice before it will be usable again. :/
2) as for the async functions, if you use the same type of dialog more than once, it will treat the latter call as if it had the same arguments specified by the first call. This bug I found out just recently so there's a better chance of me getting this one fixed soon hopefully.
Sorry I don't have a better option at this time. It would help to know why you can't just disable the sandbox via game options. Or did you already try that?
Copying files can be done with my file manager extension bundled with dialog module. But you should be able to use file_copy without an extension by disabling the sandbox. Disabling the sandbox can be done on windows, mac, and linux, or with the appropriate extension, potentially any platform.