If it is a path (which I think it is) just fill the path on the new document to whatever color you like.
If you want to move one shape layer from one document to a new document, just highlight/select the layer, grab your Move Tool, and drag it, from the workspace (not the layers panel), to the tab of the new document, when it opens release (drop). If you want it to go to the center of the second document, hold the shift key when you drop the shape in the new document.
It's hollow because it's a path. You can not use keyed commands to copy and paste a shape. (cmd/cntrl + C and cmd/cntrl + V)
Do me favor, in the new document with the "hollow" image, hit command/control + H and see what happens. It will disappear. This is because it's a path.
Check your path panels and you will find your copied PATH there. If you don't want this to happen anymore and you actually want a copy of the original shape to a new document.................please re-read post #3 for instructions.