Thanks, I guess I'm not very clear. I'm looking for how to download all of my messages stored in iCloud en masse. I know how to download a single message and a message thread-- these are explained in the links provided above-- but what is not explained is how to download all of the messages stored in iCloud.
I have the free 5Gb storage plan and more than half of that is used up by Messages. I don't need to have ready access to messages I sent in 2015 though I would like to archive them (just in case someone wants to write a multivolume biography of my extraordinarily mundane life). I want to delete all of my messages that are older than 6 months from iCloud and on all my devices but first I want to download and save them.
As the warning says clicking the button will disable messages and delete them in iCloud. This I will do after first disabling Messages syncing on my devices. This should mean that I have my most recent messages stored on my devices and that the syncing function with iCloud is severed. I can then 'disable and delete' the Messages in iCloud and I should then be able to download them according to the warning. Once I figure out how to download them all, I will then return to my devices, and delete all the messages that are older than 6 months. Now if there is some way to instruct iCloud to just go ahead and delete all the messages I downloaded right away that would be great otherwise I will have to wait the 30 days. After 30 days I will than turn on messages iCloud syncing again on my devices so that the only messages I have stored in the cloud are 7 months old (ie, the six months I spared from deletion plus the one month I've had to wait for iCloud to delete my older messages). This should free up at least 2Gb of space in iCloud which will probably last me another 5 years until I'll need to purge my messages again.
So what I'm looking for is how to download all of my messages from iCloud. The Apple support pages do not say how to do this, only how to download individual messages and threads.