As someone whose fanfics are mostly based on the theme of Family and relationship, this fanfic is not my cup of tea. Objectively speaking, this is an okay novel, not that bad nor that good.
While the writing quality is good and readable, and the story development is a bit too fast for my pace, the character design is not up to standard. I mean, even an overpowered protagonist would usually have some character developments. In here? There are no developments, only jumps from one place to another. Granted, there are reasons to explain it, but just hearing that it changed and hearing HOW it changed are two completely different concepts.
The powers are original(?), I guess. It's somewhat unique, yet somewhat not rare as well. The power of Copy is overwhelmingly strong here, but it IS an overpowered protagonist, after all.
1) Describe your characters more. Don't just say, "6 months passed, and the dragon gave Issei all his knowledge." Explain, elaborate about exactly what sort of supernatural knowledge. Is it about the type of monsters that exist? Is it the different races? Is it the powers that exist? We know it's about the supernatural world. Still, knowledge about the supernatural world is vast and never-ending, and unless you specifically say, the readers wouldn't know and can only assume.
2) Relationships. Don't suddenly break off from your family without a dime or reason. Just because a loved one dies doesn't mean that you have to break off all your relationships with all your other loved ones. One day, your family was nice to you, and the next, they suddenly ignore you? Huh? Where's the connection.
3) You shouldn't skip important characters. Don't just say, "Issei met with Azazel over the years and works for him as an informer". The lack of details makes it bland, and it makes it seem as though it is not important.
4) As far as I can tell, the mc has no motivation or goal. Issei is already the strongest, so what is his goal now? A novel with no goal in sight is no novel. It's a diary, and no one likes to read a bland diary.
5) Time skips are important, but the way you use them makes his past seems unimportant. Don't just use one to two chapters to describe his entire childhood. This point overlaps my previous points, but it focuses more on using your various writing techniques. They are there, but they are unpolished. Research on ways on how to use them in better ways.
If you don't know how to start improving, here are some suggestions that you don't have to follow:
1) Training arcs during childhood.
2) Give him some limitations (eg can only copy one thing per day, gradually increasing the power of things he can copy, he have to endure the pain as he assimilates whatever he copies, and so on.) It's this sort of thing that allows the readers to feel Issei.
3) Don't force the plot too much. If you want him to be distant away from his family, fine. But give a more valid reason (eg Azazel found him, saw his talent, and wants to take him in. Still close family agrees, but while "studying overseas" under Azazel, his parents found his two daughters has more talent. The focus on his daughters led to the neglect of his overseas son, and with less and less communication, they eventually stop communicating at all)
4) Don't rush the plot. Take your time, describe more. While some people likes things to go to the point, most don't. We are here to read a novel after all, not a kid's book. If you read light/web novels, you will see how they use descriptions to attract readers.
5) Read more novels, not fanfics. Your writing style is very obviously seen from other horribly-written fanfics. Novels are your best guide in writing, not fanfics.
In the end, it's a novel that has potential, but it is badly executed. For one, there's a lot of forced plot, which makes it just barely bearable for me to read. Two, the plot is also rushed, and most events that happened happen during those massive time skips, giving little to no information about basically everything. Three is just my personal bias, but having a family only to break off with them leaves a bad taste in my mouth. Then again, the last point is just a bias.