iCloud Photos on Windows PC

Since I saved storage by loading my photos and videos into iCloud, I now want to transfer all of them on my PC. I am doing that right now, but it seems that they are totally not in order and there are always random pictures showing up that don't fit in there and it also seems that a some photos and videos are missing. If I try to sort them by date, it still does not show me the right order in which they are supposed to show. Can someone help?