Does not look like she was. Miloš Kopecký's profile on https://geni.com does not include any relative with that name. Of course, that profile could be incomplete.
Zdenka Kopecká was not married (manžel field left blank in the documents available on https://holocaust.cz). So she could only have been an aunt (sister of Miloš' father). Or a distant relative.
Thank you for looking into this and especially for introducing me to the https://holocaust.cz resource. My dad spent a lot of time researching genealogy and the fate of our family members that were murdered during the WW2. Unfortunately, I didn’t pay enough attention to his findings while he was around.
You can check the Yad Vashem database as well. Enter your grandfather's name in the query field. Perhaps there's a page of testimony for him, or, since he was a survivor, pages of testimony that he submitted for family members. https://collections.yadvashem.org/en/names/4834425
Comments
https://www.geni.com/people/Milo%C5%A1-Kopeck%C3%BD/6000000100225724896
https://collections.yadvashem.org/en/names/4834425