Can't copy layer set

I am trying to take apart this big graphic I made and it is "in pieces" because I made each part for it using layer sets to stay organized. I was trying to copy the layer set to another new file. When I did, there was nothing there! The layer set was there in the new file, the layers, the layer styles, but the layers were empty!!! Hey, who ate my photoshop? What's going on?

did you use Duplicate Layer Set under the layer menu?

Yes I tried everything.