Yes, you are right - the clipboard save has a slight reduction in luminance. Further, all 4 scopes show a slight difference between the clipboard save and the original video which has freeze frame applied from the 1st frame (the basis of the clipboard save).
I found the same problem. After experimenting with Project properties, I seemed to have set some internal property back to a correct setting. My project started as 8-bit (Full) for Pixel Type.
I got around the problem by changing these project properties:
Set Pixel Type to: 32-bit Floating Point (Full Range), set Composting Gamma to: Video (2.222), set View Transform to: Off.
Now when I copy Snapshot to Clipboard and toggle Split Screen View, I don't see the color shift anymore. I can set the pixel type back to 8-bit (full) and split screen view still works correctly after doing another Copy Snapshot to Clipboard. I can save the project, and the next time I open the project, Copy Snapshot to Clipboard still works. But I cannot start a new project without going through those steps again.
I haven't experimented starting out with anything other than 8 - bit (full).