Per the documentation
Different header fields within the same set are AND-ed. Multiple values per field are OR’ed.
So you will have to split them like this
@badbots {
header "User-Agent" AhrefsBot
header "User-Agent" *copyright*
header "User-Agent" *check*
}
Or switch to header_regexp
as such
@badbots header_regexp User-Agent "(AhrefsBot|copyright|check)"