Thank you, @JohnP .
The “Copy links” shortcut just provides the Quicklinks short cut in the menu.
Hookmark Finder extension does not work reliably if there are other Finder extensions enabled. If you disable all other Finder extensions, Hookmark can work in the folders other than iCloud drive, Dropbox Drive and Google Drive.
Yah - thank you. Let’s close the one out. I think earlier I referenced that both my docs and my desktop are synched to iCloud - and clearly that is the number one problem. Oh well - back to the old ways 
Thank you for all your help.
Update: Something has happened that I AM able to right-click in a folder within the Dropbox directory in order to create a Hook link… however (and this is odd behavior by Dropbox) I’ve lost the Dropbox right-click options of sharing a Dropbox link with others. (I’m going to re-start and see what happens).
Boo! I spoke too soon. I re-started my machine and my Dropbox right-click menu is back, and Hookmark right-click is gone again. It was pretty while it lasted. (So I guess we know there is some sort of conflict with Dropbox plugin, especially since we CAN make links to files in the ~Library, just not in the right-click menu)