Keep photos in I could but not my iPhone

You can’t if you are using iCloud Photos. iCloud Photos is a syncing service, not off device storage. Whatever you do on your device, is reflect in iCloud and whatever you do in iCloud is reflected on your device.

Set up and use iCloud Photos - Apple Support

What happens when you edit or delete photos

When you edit or delete photos or videos, the changes are reflected across all of your devices.

I don’t use any photo cloud storage but look at Google Photos and DropBox. There are others as well.