Downloading photos from icloud

I'm finding that when I select photos from my icloud to download, not all of the photos I had selected have downloaded onto my computer. I'm finding I now have to cross check all of my photos before I delete them off my iCloud, which is tedious and time consuming when I'm dealing with 1000s of photos.

Lucky I did check and not just trust that they had been downloaded because I had large sections of photos missing.

Surely there is an easier alternative or a solution to this problem? I'd hate to loose hundreds of memories because of this.