How can I make a complete backup of my iCloud Contacts (preferably including groups)?

As per the article https://support.apple.com/en-in/HT204055

Export contacts on your Mac

1. Open Contacts. 
2. Select All Contacts.
3. Click a contact in the Contacts list.
4. Choose File > Export > Export vCard or choose Edit > Select All to select all cards for export.
5. Choose where you want to save the files, then click Save.

If you use Groups, consider archiving your entire Contacts or Address Book database as well as exporting vCards. The vCard method above copies your contacts, but not Groups. Archives are more complex, but you might not be able to restore data using Archives while connected to the Internet and signed in to iCloud.

To export an archive, open Contacts and choose File > Export > Contacts Archive. 

Read this also https://support.apple.com/en-in/guide/contacts/adrbdcfd32e6/mac

There could be a google account and iCloud account in address book , the contacts are scattered in various groups https://support.apple.com/en-in/HT205754

You can copy and paste the contacts from them to All contacts and All iCloud .