OK, here’s what I think is going on. From what I can see you have a character rig, with copy rotation (and/or other constraints) targeting a mocap rig, (or another rig that has an action), am I correct?
If I’m right on that, then this is what is happening… a constrained bone moves/rotates because of the constraint, but in reality, it doesn’t move/rotate at all, it’s just constrained to act like it’s moving/rotating. The constraint modifies the bone, much the same way modifiers work on a mesh. Add a solidify modifier to a mesh object, and it appears to gain thickness, but the mesh doesn’t actually get thicker, it’s modified to look thicker. Remove the modifier and the thickness is gone, apply the modifier, and the thickness is made real, and the modifier is removed. Same thing with constraints, when you constrain something, you only temporary modify it. When you set a key frame for it, it’s set for the bone with out the modification of the constraint.
To insert keyframes for constrained bones, that include the effects of the constraint, you have to insert visual loc/rot/scale. This will insert keyframes for how the bones appear on the screen.