Download iCloud Photos directly to ur hard drive backup

Photos can’t be transferred directly from iCloud to an external hard drive for that you need to set up iCloud photo library see the article Set up and use iCloud Photos - Apple 

And its preferences Change preferences in Photos on Mac - Apple  open finder > Go > home > your user name > pictures either drag and drop Photos Library.photoslibrary to an external hard drive connected Connect and use other storage devices with Mac - Apple Support , the second method is right click on Photos Library.photoslibrary and click on show package contents in the upcoming column , you can also drag and drop complete masters folder to an external hard drive that is connected .

Also as per the article Back up the library in Photos on Mac - Apple 

Manually copy your library to an external storage device: Drag the Photos library (by default in the Pictures folder on your Mac) to your storage device to create a copy.See this article also

Photos library - Move your Library to an external storage device

Bud5613 Said:

"Download photos from iCloud directly to your back up drive"

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One unique method...

Download All of iCloud:

If you wanted to, you could download all of iCloud, and then search what is in there. Perform my User Tip: Getting a Quick and Direct "iCloud Drive-to-External Hard Drive" Download - User Tip. You would then use the Search Bar in a Finder window to browse all of iCloud.