How to disable predictive words and Copilot in Messages on iPhone?

Copilot is a Microsoft AI. iMessage is an Apple Product. I don't think it's possible for Copilot to be doing anything with your iMessages. Did you download Copilot to your iPhone? If you did, delete the Copilot app.

If you don't want to use Predictive Text, open Settings > General > Keyboards - Turn off Predictive Text or any other option you don't want to use when typing.

Tap your avatar in the copilot app. Then Preferences...

The second toggle is "chat suggestions", try turning it off.

Also look in "Connectors", there may be an "active connector" to messages, if so turn it off.