This used to be the default behavior that doing C-a-Esc there would be a message at the bottom saying you have entered copy mode and go away once you left it.

On this new install (archlinux) I get no information at the bottom.

Also when I want to do some commands such as kill screen I have to use Shift before yet others I don't. For example C-a-d works. However C-a-Shift-k is required to kill the screen.

Perhaps that is just to kill the screen and a change in an update to prevent users for accidentally killing a screen they don't want to. Not really a problem if only that one.

The copy thing is the main thing as I have no idea when I am or am not in copy mode except by moving the cursor around with keys.

It also used to tell when something was copied to the clipboard register but again no output indicating that.

I found a post on stackexchange about status bar set to always be on. I thought this sounded like what I was after but it wasn't. The code is in but that just gives a bar at the bottom telling the screen name. Not what I am after.

I want copy mode status shown like how it used to be on most other machines I have installed screen on. Not sure what changed. I imagine it is just some thing else I have to set in the rc file but not sure what.

What terminal program or emulator were you using?
What are you using now?
Also GNU Screen is a terminal/session multiplexer, displaying such things are not (as far as I know) what it does. Some terminal programs (xterm I believe, rxvt, konsole) display such indicators and others do not: some research should reveal if yours does and how to turn that on if so.
One lovely thing about Linux, if your current program does not it is almost certain that there is another one that DOES that. Because developers! ;-)

Well that is the strange thing, almost everything is the same as setup on another machine. Archlinux with xterm on ratpoison dm. I just installed the same stuff that is on my desktop on this laptop.

The entering copy mode message is part of gnu screen so I don't know why you would think it would be the terminal that would output this message and not screen itself. Copy mode is a function in screen with C-a-Esc.

Again, GNU Screen works a bit like TMUX to multiplex your terminal. I use it a lot. IT has never shown any indication of displaying the copy mode of the terminal or the state of the GUI clipboard.

When you say GNU SCREEN, what do you mean?
What I would mean is behind this link: https://www.gnu.org/software/screen/ is that what YOU mean?