The Linux filesystem is case-sensitive. Notice the different cases here, highlighted in red:
localhost Documents]$ cp copythisfile /home/rootless/documents/d2
I suspect that the d2 directory you created is in /home/rootless/Documents, not /home/rootless/documents. You can find out for sure with this command:
ls -ld /home/rootless/documents/d2
I suspect you'll get an error, because that directory doesn't exist.
So to make this work, try this command instead:
cp copythisfile /home/rootless/Documents/d2