OK...I just had this problem and went on another site and was given the answer. Just tap on the message....you will then get a list of options and copying the message (text) is one of them. Mind you just tap....DON'T TAP AND HOLD.... JUST TAP. After doing that you should be able to paste the message in any other application.
The ZTE Max Pro is the only android phone I've ever had that this does NOT work on, which is why I think the OP asked specifically about this phone.
Hi there. To copy paste text, tap and hold on the text, highlighter will show up, highlight the set of text you want to copy, tap copy icon after. Now go to the text field that you want to paste, once there, tap and hold on the empty space and tap paste.
Same goes to files, tap and holding on them will show the option to copy.