In the latest version of Enterprise Architect (I'm using v16) it's easy to copy whole package and than paste it into new project (eapx). But, it's mandatory to have diagram within a package, so if it is not the case, you should previously create one "dummy" or "test" for copy purposes.

1. Right click on the package containing diagram and copy whole package using this option in the menu (Copy -> Full Structure for Duplication):

2. Paste the package into your project. Good news: if the target project contains a package with the same name, the "...- Copy" will be created automatically.

3. After this, you can copy desired diagram from one package into another one.