No, the process posited to run his devices does not violate any laws of thermodynamics, at least not once the notion of energy is corrected for the interconvertibility of mass and energy given Einstein’s famous E = mc^2 (without which all nuclear reactions would appear to violate conservation of energy). The binding energy of the isotope of copper produced is lower than that of the nickel isotope, and there is no binding energy in a bare proton. The tiny mass difference between the proton plus nickle nucleus and the copper nucleus is what is supposedly being released by Rossi’s device.
I have no idea whether it’s real or a scam, but there are adequate theoretical explanations for the process that it can’t be dismissed.
But you’ve got to overcome the Coulombic repulsion. It’s hard enough to do with deuterium and tritium, where you have a grand total of three postive charges to overcome. To overcome the repulsion between nickel (positive charge of 28) and a proton will be quite a challenge.