Hi JoeyDisco,
Thanks for posting in Apple Support Communities.
We understand you're having trouble deleting some photos from your iPhone because some aren't stored in iCloud and you're concerned about data loss. Just to be clear, when you delete the photos from iPhone, they will be removed from iCloud and any other devices that are signed in to iCloud Photos with the same Apple ID.
Are you removing the photos from iPhone in order to make available storage? If so, you can download the photos from iCloud.com to a storage device and then delete them from iPhone.
"How to download photos and videos from iCloud.com
If you want to save copies of your photos and videos from iCloud.com to your iPhone, iPad, iPod touch, or your Mac or PC, follow these steps.
On your iPhone, iPad, or iPod touch
- On iCloud.com, tap Photos.
- Tap Select, then tap a photo or video. To select multiple photos or videos, tap more than one. To select your entire library, tap Select All.
- Tap the more button .
- Choose Download, then tap Download to confirm.
If your photos download as a ZIP archive, learn how to uncompress the folder on your iPhone, iPad, or iPod touch. "
Download iCloud photos and videos - Apple Support
Manage your photo and video storage - Apple Support
Regards.