Error copying large file to usb 16GB Thumbdrive
The answer was that the default formatting was FAT32 which has a limit of 4GB per file.

The answer was to format the drive.  As I'm copying from Mac to Linux I chose the Ex-FAT format, all the better to interchange with.  I used the Disk Utility which is within a 'Utilities' folder which is itself at the bottom of the applications list.