Yes, you can either COPY or EXCHANGE entire Live Set PAGES.

This is outlined in the Supplemental Manual that came with the firmware update.

Go to LIVE SET
Recall the USER Page you want Copy or Exchange.
Press [EDIT] to enter Live Set edit
Press [SHIFT] + [EDIT] to view the COPY/EXCHANGE screen
You can Copy or Exchange the current Page to a new Page in this Bank or any other User Bank and Page.

The Left side of the screen is your current location, the Right side is where you are going to Copy it or what you will Exchange it with.
You can even COPY or EXCHANGE entire BANKS

More specific detail about the supplemental manual(s):

Copying live set by bank/page was introduced in Montage firmware v1.10. The filename in the v1.10 firmware release is "montage_en_nf_v110_a0.pdf" and documentation for this feature starts on page 10.

Alternatively, the latest firmware release (v1.20 as of now) contains within its own new feature document - all of the v1.10 new features as well. Here, reference the file "montage_en_nf_b0.pdf" page 21. The file is contained in the v1.20 firmware release.

Note that, in general, these supplemental manuals offer a sufficient level of detail to use the new features and understand what all new parameters/settings do. They also provide "screen shots" of the touchscreen interface. One would be "missing out" if not reviewing this material for every firmware upgrade.

To go even further, Yamaha/Easysounds offers a free online (PDF) "magazine" called "Music Production Guide". They provide their own take on the major firmware releases, new features, screenshots, etc. Think of these as a set of experts running through the firmware features and providing their own editorial on the features. The Music Production Guide also sometimes will document new features that were not documented by Yamaha release docs - so it's worth a look to get a more complete understanding of new features for every firmware level.

Some example:

http://www.easysounds.eu/MusicProductionGuide_2016_07_EN.pdf
page 16 covers Montage Firmware v1.20 (check out "one more thing" on page 19 as an example of calling out an undocumented new feature)