Catalina Photos Problems

Since updating to macOS Catalina, I've had major problems with my Photos app. Up until now, when opening it, it automatically displays all the photos I've got stored in the Cloud (the same photos I can see on my iPhone). However, I got an error message saying it couldn't find the System Photo Library. I was then given an option to either select a Photo Library, find one or create a new one. As it couldn't find a library, I chose to create a new one. This opened Photos properly but on a blank page ready for you to import photos from anywhere. As I have thousands of other photos from through the years on a connected external hard-drive, I navigated to the Pictures folder on that and started importing the ones on there (which so far has been taking hours due to sheer number of photos!). However, I still can't seem to connect to my iCloud Photos.

I've tried going through the Preferences in the Photos app, but when you click on iCloud, you just get a message saying you can only do that with the System Photo Library. I've told it to use the new Photo Library as the main System Photo Library, but this still hasn't sorted it. I've even gone into the main Preferences for iCloud in MacOS (by clicking on the Apple icon), but while everything else is ticked on (mail, notes etc.), it won't let me click the Photos option on!

Please can someone help me?