The entries in the registry that need to be removed are going to look like the following (substitute 'OneDrive' for 'icloud Photos'):

I've had to do this twice, first time I just turned the pinning off (find System.IsPinnedToNameSpaceTree for iCloud Photos and edit DWORD Value from 1 to ) (zero)).

This time, I deleted icloud from Win10 PC and then removed the entire key from the registry (had near a dozen).