One more link, Martin: Archive or make copies of the information you store in iCloud - Apple Support
Downloading from iCloud requires different methods for each type of information, so it is a lot of work, but necessary. We need local backups of the iCloud Data.
I think, what happened to the videos on your Desktop is the following: It looks like you have enabled iCloud Drive in your System Preferences > AppleID > iCloud. And also enabled the option "Desktop & Documents". This way, the Desktop and Documents folder are syncing with iCloud as well. The videos on your Desktop should have stayed mirrored locally on your Desktop after saving them to the Desktop, unless you have enabled the option "Optimise Mac Storage" in the System Preferences > AppleID > iCloud as well. Optimisation is fully automatic and we cannot prevent large items from being removed to iCloud only.
You have three options to ensure you have local copies of your videos - take your pick, and select the best option for your needs:
- The safest way: Keep the videos in a local folder, for example "Movies", not on your Desktop, that is syncing with iCloud.
- Do not use "optimise Storage" with iCloud Drive.
- If you want to use "optimise Mac Storage", but only for selected folders, do not enable "Desktop & Documents" for iCloud Drive. Move selected folders for iCloud Drive.