Can't copy and paste value

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Why does the paste special for value not work on all cells? I have cells that are populated via a lookup on another file and some cells allow for paste value and some only allow for format.

Also, is there a way to do a copy/paste special for a whole file? I have almost 4k rows of data so individually highlighting all the cells is not really an option. I also would rather not create a new file as I have other files that pull data from it.