SQL Server Log Shipping: Copy copies 0 files
The cause is not clear, but the solution is: get full connectivity between primary and 2ndary and use the sql server wiz to set up log shipping

that works.

Update:
I should add that this solution stinks. The log shipping wizard should be more flexible, and allow me to set up the pieces myself. (E.g. I may use some other method to move the log files, etc.) Given how easy it is to set up an RO mirror of Redis, Mongodb, etc, SQL should be much better than it is now.