There is no Failing when it comes to taking care of yourself, whether that means staying on a drug and pushing through, or whether that means going off the drug cause it is to difficult to manage the day to day.

You have to take care of you first and foremost. Quality of life is the most important thing, and if a drug is impacting that more than the disease, I don't see how stopping it can be considered a "failure."

Have you started any other meds around the same time? Is it possible it is anything other than the copaxone. Make sure you make an informed decision, and discuss it with the docs. Then do what you need to do for you. YOU are what matters through all of this!