Thank you guys.

I think my Apple IIc has memory problems.

If I use ProDOS User's Disk (for 64K Apple IIe) instead of Apple System Utilities (for 128K Apple IIe and IIc) I am able to format and copy disks (DSDD).

I've done David's Basic save and load test too.

Moreover, do you think those moving pixels (top right and bottom center) on screen are normal? They are always in those positions.

Loading ProDOS 1.0.2 (instead of 1.1.1) I get the error message you see.