iCloud lost files -- Do not trust!

I thought that it would be secure to store my Mac data in the Document file on iCloud. I stored all my camera raw files in a folder under documents and put my documents file on the iCloud Drive. Today I decided that I wanted to move some of these files to reside on my hard drive. In process of fiddling around to move files I went to iCloud in Safari and selected a file from a folder and downloaded it. It show up on finder in downloads. When I went back to iCloud in Safari all the other files in that folder had disappeared. Not only that but all the other folders in the containing folder were gone.

It turns out when the documents folder is on iCloud Time Machine doesn't back it up. Three hours in the phone to Apple support was unable to fine the missing photos because they hadn't been deleted, they just vanished. So all my photos from 2018 are gone unless an Apple engineer can get into the guts of iCloud and figure out what went wrong.

In the mean time I need to figure out how to move all my files to a secure location without any more disappearances.