Exporting icloud photos that will not download

I need to download all of my photos (mostly icloud photos) from my iphone XR onto my macbook air but it wont let me download most of my photos because the photo wont actually download (they have a ! next to the photo) I need to get every photo onto my mac so I can back them up with external hard drive that way I can delete every photo off of my iphone.. Please help :)