IF: Are the ‘Copies of Ethics Approvals’ due at the proposal stage?

They are not due at proposal stage. In the ethics self-assessment guide you will find the text: “Your proposal must include the information indicated in the ethics issues checklist and any of the documents that are already available. ( For documents that are not yet available, provide an approximate timeline for their submission.)”
http://ec.europa.eu/research/participants/data/ref/h2020/grants_manual/hi/ethics/h2020_hi_ethics-self-assess_en.pdf