Hello wabbak,
Welcome to Apple Support Communities. This is issue may be caused by low internal storage on the Mac. You can find the steps to check and manage storage using the Apple Support article: Free up storage space on your Mac
Find out how much storage space is available
Your Mac can show you how much storage space is being used by various categories of files, and how much space is available for additional files. As you take the steps in this article to free up storage space, this storage information updates automatically.
• macOS Ventura or later: Choose Apple menu > System Settings, click General in the sidebar, then click Storage on the right.
• Earlier versions of macOS: Choose Apple menu > About This Mac, then click Storage.
Optimize storage space
Your Mac can optimize storage by using iCloud to automatically make more storage space available when needed.* Let your Mac free up storage space for you. You can also use built-in utilities to quickly find and delete files, apps, books, movies, and other items that are taking up space, then delete items you no longer need.
• macOS Ventura or later: Learn how to optimize storage space
• Earlier versions of macOS: Learn how to optimize storage space
Another thought, as the message says "Do you want to delete the document "Screenshot 2023-01-05 at 12.01.48" which was removed from iCloud on another device?", do you have other devices which use your Apple ID? If so, could someone be deleting the photo from that other device? With iCloud Photos a photo removed from one device is removed from all devices, including iCloud.
Let us know if this helps you.
Cheers!