monix-copy-to-file.scala

import java.io.{File, FileInputStream, FileOutputStream}
import monix.eval.Task
import monix.execution.Ack
import monix.execution.Ack.{Continue, Stop}
import monix.reactive.{Consumer, Observable, Observer}
import scala.util.control.NonFatal

def copyFile(input: File, destination: File, chunkSize: Int): Task[Unit] =
  Task.defer {
    val in = new FileInputStream(input)
    Observable.fromInputStream(in, chunkSize)
      .consumeWith(fileConsumer(destination))
  }

def fileConsumer(outputFile: File): Consumer[Array[Byte], Unit] =
  Consumer.create { (scheduler, _, callback) =>
    new Observer.Sync[Array[Byte]] {
      private[this] val out = new FileOutputStream(outputFile)

      def onNext(chunk: Array[Byte]): Ack = {
        try {
          out.write(chunk)
          Continue
        } catch {
          case NonFatal(ex) =>
            try out.close() catch { case NonFatal(_) => /* ignore */ }
            callback.onError(ex)
            Stop
        }
      }

      def onError(ex: Throwable): Unit = {
        try out.close() catch { case NonFatal(_) => /* ignore */ }
        callback.onError(ex)
      }

      def onComplete(): Unit = {
        try {
          out.close()
          callback.onSuccess(())
        } catch {
          case NonFatal(ex) =>
            callback.onError(ex)
        }
      }
    }
  }
  
// Invocation ...

import concurrent.Await
import concurrent.duration.Duration

Await.result(copyFile(input, output).runAsync, Duration.Inf)

Made some changes, due to an initial mistake - which is what happens when I write code that I don't run :-)