Every time I paste 500 SKU codes into Excel 365 (Windows), it auto-converts half of them and eats the leading zeros even after I set the column to Text, and it drives me nuts. I know about the apostrophe and the import wizard — what’s the one-step, can’t-screw-this-up method for bulk paste that sticks?
You could try formatting the column as ‘Text’ before pasting, that usually helps! Ever thought about using Google Sheets for a quick test? 
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, I totally get your frustration; when I had the same issue, I found that temporarily formatting the SKU column as ‘Text’ before you paste really helps. It’s like Excel just needs a little nudge to recognize those leading zeros. Have you tried copying the data from Notepad first?