I'm pretty sure you want to feed your horseshoe crab things like smaller invertebrates, maybe some market shrimp or open some clams or oysters and stuff. Horseshoe crabs will also eat dead fish if you put them on the bottom for it. They're notorious for eating any type of annelid worms and other benthic inverts. If you have any type of shrimp in there, they're going to become food at some point.
Copepods are pretty small and they're pelagic, they live in the water column, therefore not being a food that horseshoe crabs eat on a regular basis. The copepods will be a great food for some fish, they're said to be particularly good for marine aquariums, as they eat algae and are good for fish that are finicky eaters.
What size tank do you have?