HOw do I save documents stored in icloud but delete them from icloud?

I was suggesting that an option is to move files in Finder from a folder that is synced to a folder that is not synced. See those instructions again in my previous reply.

What it sounds to me that you did is simply add some folders to the Favorites section of the sidebar. That doesn't move anything. The sidebar in Finder is simply a convenience tool to allow you easier access to folders. You can control click on the folders you added to the sidebar and then click "Remove from Sidebar" if you want to reverse what you did.

Rather than moving files as previously suggested, if you want to quit syncing Desktop and Documents, see the following from Add your Desktop and Documents files to iCloud Drive - Apple Support

and read and follow the instructions carefully.

When you turn off Desktop & Documents Folders, your files stay in iCloud Drive and a new Desktop and Documents folder is created on your Mac in the home folder. You can move files from iCloud Drive to your Mac as you need them, or select all of your files and drag them to the place you want to keep them.

1. From your Mac, choose Apple menu  > System Preferences. Click Apple ID, then click iCloud. On macOS Mojave or earlier, choose Apple menu  > System Preferences, then click iCloud.
2. Next to iCloud Drive, click Options.
3. Deselect Desktop & Documents Folders.
4. Click Done.

If you turn off iCloud Drive or sign out of iCloud, you have the option to keep a local copy of your files that are in iCloud Drive. Whether you decide to keep a local copy or not, a new Desktop and Documents folder is created in your home folder. If you

choose to keep a local copy, your files in iCloud Drive are copied to a folder called iCloud Drive (Archive) in your home folder. Then you have the option to move any files that were in your iCloud Desktop and Documents, back to your new local Desktop and Documents.

Use Finder on your Mac and move them to a location that is not synced to iCloud Drive.

If you have the Desktop and Documents option turned on, that would be anywhere on your Mac's Home folder (Finder "Go" menu > Home) other than iCloud Drive, Desktop or Documents. You can create new folders directly under your Home folder if you want and move the desired files there.

If you don't have the Desktop and Documents option turned on, you can use Finder and move the files anywhere on your Mac other than the iCloud Drive folder (Finder "Go" menu > iCloud Drive).