@oga
You can only access the document via API that have been sent from your DocuSign account. If you receive an envelope for signature from an external party using a different DocuSign account, you cannot access them via the API. This should be regardless of the recipient type of “Needs to Sign” or “Receives a Copy”.
Have you tried to manually get an envelope ID from one of the transactions where you are a “Receives a Copy” recipient to check if you can access it via the API?
Maybe you can try to edit the parameter “user_filter” to be “recipient”, as described in the API reference for the list_status_changes method in order to list more envelopes here to download?