The issue seems to be a combination of NTFS (or vfat/exfat) formatted drive, being shared with Samba, and copying to that share using Windows Explorer.
I first encountered this problem a couple of years ago on Windows 7 but was not able to make any real headway on the exact cause or a solution. To me it seems to be a limitation or compatibility issue between the Samba server and certain types of underlying filesystem, since it doesn’t happen with ext4 formatted drives, which are of course native to Linux.
Using FTP also works around the problem as you have discovered.
The issue is not related to file size, but rather transfer time. So on a slower network connection the problem will happen with a smaller file. With a 100Mbit network connection I start to see the problem above approximately 2GB.
Those who are testing without problems may have a faster drive or network connection, for example those testing on a Vero4k+ will have a Gigabit connection instead of 100Mbit so it would take a much bigger file to cause an issue.
In my testing on Windows 7 the clue that a problem was occurring is that Explorer would sit on “calculating” for the entire duration of the copy even when the copy was successful, whereas with an ext4 drive “calculating” would only last about 10 seconds.