The first patch both implements MoveFileTransacted() and adds callbacks to CopyFileEx(). Those should be separated into two different changes. Possibly the different callbacks should be split into separate patches as well.
The second patch adds tests for CopyFileExW(), but we already have tests for those, which are written in a much more consistent style with the rest of Wine. These patches don't seem to actually remove any of the relevant todos, so you should try to figure out why and fix that.
When adding more tests, please try to extend those tests rather than adding separate ones. While you're at it, there are some things that neither the existing nor your new tests check, e.g. what happens when you cancel from a CALLBACK_CHUNK_FINISHED callback.