In this paper, we investigate several subsets of $n$-copulas and $n$-quasi-copulas from the perspective of convex-lineability and the recently introduced concept of convex-spaceability. Our purpose is to determine when such families contain extremely large algebraic structures, namely linearly independent sets of cardinality of the continuum whose convex hull, and in some cases a closed convex linearly independent subset, remain entirely inside the class under study. These include the families of asymmetric copulas, copulas with maximal asymmetric measure, and proper $n$-quasi-copulas, among others. In contrast, for several other natural classes of copulas we show that (maximal) convex lineability holds while convex spaceability remains an open problem.