If you copied Splunk while it was running then it probably copied the splunk.pid files. Therefore, when you try to stop splunk from the new copied version, it will think the old version's processes are it's own and try to stop them. Furthermore, you should be experiencing port conflicts.
I highly recommend you do not do such testing on the same machine. It will require a lot of extra work to ensure no port collisions and avoid these quirks. Copy Splunk to a new VM. This can be done with Docker, VirtualBox, cloud providers, etc...
