From my experiences and practice I do/use the following:
1) For calliper piston and seals only ever use the correct brake grease compatible with brake fluid. This is normally red in colour.
2) For all other brake parts (piston rim outside of dust shield, back of pads to piston contact rim, guide/slide pins, etc) I use molly grease AND NOT copper slip.
3) For wheel boss / hub interface I use molly grease
Molly grease is high temperature (as already pointed out) and water proof and water resistant. It is also compatible with rubber components hence its use in bearing, bearing seals, CV boots etc.
The problem with copper slip is it:
1) tends to dry out
2) does not like water (which is exactly what it will get in the wheel arch)
I learnt from a very long time ago on those early Fiat/Bendix callipers that used "fish plates" to hold the callipers in the carriers and allow then to float that every time I used copper slip I had all sorts of issues especially after wet winter periods. I switched to using molly grease some 40+ years ago and have never ever had any issues even on our cars we did motor sport in where the brakes, hubs and wheel rims were hammered with heat.
I'll add a word of caution when using molly grease in or around brake components. Only the thinnest/smears of the grease. You are not trying to pack a bearing or CV joint.
I also use molly grease on just about every nut, bolt, head bolt, screw, self tapper trim screws, etc. One possible exception is Nylock nut and bolt/stud interfaces. So for say a suspension strut bolt I'll apply molly grease to the whole bold shaft and thread up to around mid position of nylock nut body/length. Torque up as required. Now the nylock is placed/locking onto a grease free thread. I'll then put a smear of molly grease over the bolt length protruding beyond the nylock nut. All very tedious and possibly OTT but well worth the effort which will be repaid several times if you ever have to revisit years later.