I think you misclicked or just weren't sure about the interface (no problem during the preview).
In order for you to use a Way on a card you play from your hand, you need to click on the Way-button on the card. Clicking anywhere else on the card will play the card normally.
For playing the first Scrap, I assume you have clicked on the card, and it lets you choose a card from your hand to trash. Note that this is already Scrap resolving, you did not use the Way of the Turtle and wasn't asked about that.
For playing the second Scrap, I assume you again clicked on the card (not in the area of the Way button), so again Scrap started resolving, and since you only had Copper in hand it trashed one, and since you get 0 effects from trashing a Copper, it didn't need to ask you anything.
On my replay, when I click on the Way button on the second Scrap, it works as it should: The card is set aside and, no other effects happen now.