Hey, I'm a click chemist! Did you start with Cu(I) or (Cu(II)? And what counter ion? Was the DMF degassed prior to use?
Also, copper click performs best in water/alcohol. It is exothermic in aqueous solutions, but in pure organics it can be a little endothermic, and is often heated to 60-80°C. I'm a little confused why you cooled it, this is not typically done for CuAAC.
I would suggest you do the reaction in water/propanol at room temp. Thats what the sodium ascorbate system was designed for. If you don't degas the solvents, then you should add a large excess of ascorbate. Also, water/propanol is easier to workup than DMF.
And yes, you should add all the compounds at the beginning of the reaction. It will turn blue/green as the copper salt dissolves. You are right though the reaction is inert until the catalyst is added, so if it sat stirring for a while as long as you weren't shoving oxygen through it, it was probably fine, and the late catalyst addition was not the problem.