I have recently backed my photos up to i Cloud and am struggling to understand where all my photos are.
I am not sure, how you have tried to create a backup. Have you enabled iCloud Photos on your iPhone and the Mac?
iCloud Photos is not a backup but a syncing service. It is uploading the photos from the devices to iCloud and keeping the Photos Libraries on all synced devices identical (https://help.apple.com/icloud/#/mmbc402b84). This would explain, why your new photos from the iPhone are already on your Mac. Whatever you will do in Photos on your iPhone will be mirrored in Photos on your Mac - new photos you take on the iPhone will appear on the Mac. Any photo you delete from the iPhone will be deleted from your Mac as well and vice versa. With iCloud Photos enabled you must not delete any photo from your iPhone, that you want to keep in Photos on your Mac. And do not import more photos to Photos on your mac than you can manage on your iPhone, because they will be synced to the iPhone.
If you are now using iCloud Photos, you should regularly make backup copies of your Photos Library on an external drive or use Time Machine, because the iCloud Backup of your iPhone will no longer include your photos.