iCloud Help!

Hi all,

I have the standard issue, 5GB iCloud.

As per the attached screenshot, I have 'shared albums on' (not that I know what shared albums are, would someone kindly care to inform me?), but not not 'Sync this iPhone' (Which I presume means to share my phone's photo gallery with iCloud). I believe all of the photos on my Macbook's photo gallery are saved to iCloud, which I'd rather not have (I have a hard drive to save them to). (As per the second attached image), what happens if I click 'Turn Off & Delete from iCloud'? Do I lose the photos on my mac, or do they just disappear from my iCloud, so they still stay on my Mac?

Moreover, Messages takes up about 1GB on my iCloud too. If I click (as per the final attached image) 'Disable and Delete', do I suddenly lose all of my messages I've ever sent or do they stay on my iPhone, just not saved to iCloud?

Provided the photos aren't instantly deleted off my mac when I click 'Turn Off & Delete from iCloud'. Can I just export all of the photos on my mac to my external hard drive and delete them from my MacBook and iCloud too (to save more storage)?

Sorry, the above is quite a lot! I just want to do what's best for my storage.

Any help is greatly appreciated!

Thanks :).