Hi Sue,
To the best of my knowledge Embury didn't offer the No.40 in copper. That being said the tooling used to stamp the parts could just as well be used with copper or brass but I've never seen or heard of one. There is the remote possibility of a special order run but again surely there would be others out there and some others should have turned up.
The first thing to do is to test all the metal with a magnet to see if it sticks to the lantern. If it does, it is not copper and is either plated or an alloy which looks copper like, I've seen that before on other lanterns but not on a Traffic-Gard yet. Could you email me some photos of the lantern? If you click on the little envelope next to my name you should be able to open a mail-to; window and send them to me. I'd love to see it and I would be able to share it with other collectors for their opinion.
Regards,
Willis