I knew it was risky for me to start passing around advice about how to get the "expected" copy keyboard shortcut in the MATE terminal...
No, I sort of doubt that I actually influenced this, but I did post about this topic before, and suggested changing the "Copy" keybinding to Ctrl-C... for one user who was stumped by the Shift key, apparently.
Anyway, check the terminal keyboard shortcuts by going to Edit -> Keyboard Shortcuts.... Scroll until you get to the Edit -> Copy item (it should be the first or second item in the list), then click that line in the list. Click the second column of the line (it should read Ctrl-C before you click it, and New shortcut... after you click it), then press Ctrl-Shift-C.
By chance, I am also currently running Debian Buster with MATE Terminal 1.20.2, so let me show you the exact procedure:
BTW, on the Pi 400, the default in Keyboard Shortcuts is Copy == Ctrl+C. Changing to Shift+Ctrl+C gives me the interrupt in a screen session that I was expecting with Ctrl-C.
On my Lenovo, Mate has a default of Copy==Shift+Ctrl+C, so using the screen utility on the Lenovo, Ctrl-C did give me the interrupt I was expecting (to terminate a running CircuitPython script on an attached CP device to return me to the REPL).
Since I tend to use "Text Select/Center Mouse Button" for Copy/Paste, I guess I hadn't noticed.
So I guess I need to better understand SIGINT, but just knowing that EITHER Ctrl-C OR Shift-Ctrl-C would give me the interrupt helps because before I stumbled onto SHIFT-Ctrl-C it was pretty frustrating to not be able to generate the interrupt.
Hopefully this will help others as clueless as I was.