There is one more option to transfer the leads to another campaign but you would only be able to select an active campaign to transfer the lead to. You can do it in the Campaigns section or the Inbox.
It can be done, by selecting the lead in the opened campaign or the inbox, pressing on the campaign word on the right side of the screen, above the message field. Then, you can choose the active campaign from the drop-down list and the lead you selected will be transferred there.
You can either remove this person from the current campaign and transfer them to another one, or you can pause this lead in the campaign and move them over to a different campaign.
You can also transfer the leads in bulk, please learn more about it in the Bulk Transfer article.
If you have any more questions, please contact customer support.