Boards are views of lists of issues, they don't hold any issues really. To "move" an issue, you change the boards. You should create your new board, and make sure it includes the issues you want to "move". Then go to the existing board, and change the filter so it no longer includes the issues.
Boards are basically filters that exist within a project. So the short answer (I believe) is that issues can only be "moved" from one project to another. Even when you select an issue to Move, and you have the option to move it from one project to the same project, note that you are not given the boards within that project as destinations for the move. Again, because the Move function only takes place at the project level. If you want an issue to not appear on one board (say, within Project A) and you want it to appear on a different board (again, within Project A), then you need to change the filter queries that govern those two boards. One filter (i.e. board) will effectively exclude the issue in question, and the other filter (i.e. board) will include, or look for, that issue to present visually. Giving the appearance that the issue has moved. But, you will notice that even after changing boards within a project, the issue still exists in the SINGLE backlog that the project has...so, again, it didn't really "move".
Hopefully that helps clarify. Now, I need to figure out filters. :-0
It's not quite that. Boards do not "exist within a project"
They are separate entities (although the more recent changes make a strong UI link between a project and a board). You can have many boards that draw issues from one or many projects.
Boards are also not a filter. They use a standard filter (based on the issue search) behind them which determines which issues appear on the board. These are usually created as a default "Project = X", but they don't have to be, they could be (and often are) changed to other filters. For example "Project in (X, Y, Z) and issuetype = Bug" would give you a board with bugs from three different projects.
You are right about the exclusive filters, that's a good way to put it, and the point about an issue appearing to "move" when it's really "stop appearing here, start appearing there" is spot on.
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