Nothing worked for this particular file: no copying, no renaming and no deleting. Every operation ended with this "Invalid MS-DOS function" error.
Then I thought, that back in the days disk drives were quite picky about reading and writing certain disks. Perhaps it is true also with modern memory cards, too. So I took my external card reader, put the SD card in that, and I was able to copy the file without problems.
So, one possible solution for "Invalid MS-DOS function" resulting when copying file from SD card, is simply to use another (different) card reader.
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