Would be nice to know if it includes Github Copilot. I can't understand how to interpret "Copilot branded apps".

It says "through other Microsoft apps and websites," i.e. they reserve the right to include or remove it when and where they like throughout their whole product line (which includes github, of course), as well as:

- Conversations you have with Copilot through third-party apps and platforms

- Other Copilot-branded apps and services that link to these Terms

That first point (#4 in the original list) can cover all software, Copilot-branded or otherwise, which, even internally, uses Copilot (perhaps without your knowing so).

Github Copilot (to take your specific example) is both "other Microsoft apps and websites" and "Copilot-branded". So, yeah, those ToS undoubtedly apply to Github Copilot.