Synthesis of copper selenide
There are many ways to synthesize copper selenide. It generally has two forms $\ce{Cu2Se}$ and $\ce{CuSe}$ but actually it is a non-stoichiometric compound. They are grown as nanoparticles for various applications like making semiconductor, optoelectronic components, sensors etc. 


By direct combination of copper and selenium vapour / direct displacement of cupric salts with hydrogen selenide.(1)(2)
Using copper(II) chloride dihydrate ($\ce{CuCl2.2H2O}$) and sodium selenite ($\ce{Na2SeO3}$) in ternary oil-in-water (o/w) emulsion system. The reducing agent, sodium borohydride ($\ce{NaBH4}$) used to reduce sodium selenite source 
at room temperature(3)
Using thiol ligands(4)
Using copper acetate dihydrate and hydrazine hydrate(5)


As for your reaction, chlorine will not get displaced that easily. It needs a counter ion for chloride to make bond. That's why instead of just selenium, hydrogen selenide is used. It can be better if any displacement is avoided and just direct combination of elemenys is done. See method 1.

References


http://copper.atomistry.com/cuprous_selenide.html
http://copper.atomistry.com/cupric_selenide.html
http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.452.6282&amp;rep=rep1&amp;type=pdf
https://pubs.acs.org/doi/abs/10.1021/acsami.5b01085
http://www.asianjournalofchemistry.co.in/User/ViewFreeArticle.aspx?ArticleID=25_10_57