@tksteingraber realize that the fuse replacement is just a short piece of conductor adjacent to the power cable. I don't think you'll ever hear a significant effect fro different coppers on such a short piece of conductor, just so it is heavy (not thinwalled tube). Now often the fuse holder is not great--it can't be soft copper or it will relax and not clamp the fuse. Often they are .....clears throat....whispers....steel. so a good fuse holder would be where to focus your interest.
That said, I'm as audiophile geek as anybody so I buy high conductivity copper 5mm bar from McMaster car, cut it into fuse lengths on my lathe, and polish with scotchbrite. I'll be glad to send you one if you want one.
Jerry