Ubuntu 18.04 (Gnome) works OK. LXQt 18.10 works OK. Budgie 18.04 not working OK. So, I am assuming it could be specific to Budgie. Any hints what to check?
seems to be working fine here.
Using virtualbox 5.2.8 installed from the virtualbox website. Have installed the 5.2.8 virtualbox guest additions - again from virtualbox themselves.
Made sure I was in the vboxsf account in the guest and that in the virtualbox menu - Devices - Shared Clipboard - bidirectional was ticked.
Always worked well for me too. ( Linux, Debian, WIndows guests)…
Version 5.2.12 r122591 (Qt5.9.5)
Make sure your installed Guest Additions and also follow fossfreedom advices
https://www.virtualbox.org/wiki/Downloads
I don’t think it is necessary but " VirtualBox 5.2.12 Oracle VM VirtualBox Extension Pack " add more functionalities but not required for Copy / PASTE
Must be getting old 
. I assumed that I have installed guest additions as I can resize the window. Anyway, after installing GA copy/paste works! Thanks all for the reminder.
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Had the same issue and yes, the installation of the Guest Additions solved the problem. Forgot to install it this time with this as a consequence (why is the guest additions not installed implicitely or, like the extension pack, you’re asked to do it?).
All resolved now, can traditionally start copy/paste again!
Guest additions is NOT opensource - so cannot be shipped by Ubuntu. That’s an oracle decision.
The Guest additions is “free” for personal use … but as soon as you use it in business you have to pay oracle - that’s described in the EULA you read when installing the guest additions.