I ran into this issue when sshing from tmux into an aws machine that was running a database - I wanted to get some query results out of psql and into my machine's vim (so I could pretty print and then further analyse).
I outputted a file from psql using \o filename ran the query and then \o again. It produced 200 odd lines of output, of which many of the lines would take multiple screens to display with :set wrap switched on. I was hoping to yank the contents of the file into the clipboard in the remote machine's vim using "*y or "+y but pressing the register part of either of these commands terminated the command.
Tbh I'm a bit of a fish out of water in unmodified vim as I have loads of plugins and settings which I couldn't use in this situation. I remembered the clipboard option but when trying to look at its value using :set clipboard? I got the message E519: Option not supported: clipboard?
After doing a bit of looking around I think this was because the vim in question showed -clipboard and '-xterm_clipboard' in the output of :version which I think is the issue
The help docs (:help 'clipboard') suggest that the xterm one is necessary to be able to use the clipboard setting:
'clipboard' 'cb' string (default "autoselect,exclude:cons\|linux"
for X-windows, "" otherwise)
global
{only in GUI versions or when the +xterm_clipboard
feature is included}
Anyway the workaround I used in this situation was to just cat the file to the terminal and then use tmux's copy and paste Ctrl-B + [ followed by space and selection of the lines followed by Enter and then after swapping to a more useful vim opening a new buffer/tab :set paste and entering insert mode and pressing Ctrl-B + ] to get tmux to dump the copied lines and finally :set nopaste to leave paste mode once back in normal mode
You could probably also transfer files in a similar situation via scp but I was two ssh hops in so this was much easier!
I thought I'd document this as when searching for E519: Option not supported: clipboard? I only got 1 unrelated hit on google! and in this case changing the value of 'mouse' wouldn't have helped because I couldn't fit all the output on one screen to use the mouse on it
As a bit of an aside you definitely can use the system clipboard in a more normal terminal vim - I use it within tmux and I think the incantation to get it to 'just work' as you'd expect (eg system clipboard can be pasted by just pressing 'p' and any yank/cut goes into the system clipboard) is
set clipboard=unnamedplus
Terminal vim comes in many different sizes and flavours and if you don't have the clipboard flags present in :version you might have vim-tiny or similar installed, I think I run a custom compiled version that is based on massive (or huge?! can't remember the adjective) but you'll definitely get that feature compiled in on in a lot of other stock versions.