Need to save 15k photos from iCloud to external HD

Every time I try to download them from iCloud.com to the EHD, I can only move 1k at a time and a random number of them don't download, but it would take me hours to figure out which ones...and it already takes me hours to wait for ~1k to download in the first place. Is there a more reliable way of archiving them? I'm out of storage on my phone even though I don't keep the full-res photos on there.

Thanks!