I think it could still be path related, the batch file may run perfectly when executed from the default path of the DOS prompt (usually related to the user's profile location), but may not be able to find the data when executed from a scheduled task as it will likely start from a different location.
Try putting c: then cd\ as the first two lines of the batch file to ensure its starting from the root of c:, also put in "@echo on" at the start and put a pause command at the end of the batch file so when it runs via the schedule it will keep the DOS window open at the end of the routine so you can better see what went on.
Have you tried simplifying the batch file by only asking it to copy a single file from the same location? If that works then it is as you say the wildcard causing an issue. Have you tried encapsulating it in quotation marks, eg copy "filename*.dat" "newfile.dat" ?