Downloading photos

If you downloaded photos from iCloud, they would be in new files, so the file dates would be today. The capture dates of the photos should still be recorded in the internal metadata, visible in utilities like Preview. Yet other utilities like GraphicConverter can "forge" the file dates to match the capture dates.

Those export results sound like you have Optimize iPhone Storage enabled on your iPhone and about half of your photos/videos have been optimized down to thumbnails, so the export couldn't find the full versions.

When you are using iCloud Photos on the iPhone, you should download the photos on your Mac with iCloud Photos, otherwise you can only download the photos that are currently stored locally on your iPhone and will get random results with Image Capture or Photos. Let iCloud Photos sync the photos to your Mac. If your current Photos Library is too large to be syncing with iCloud Photos, craete a new, empty Photos Library and use that with iCloud Photos.

You can still see the original date the pic was taken by adding a column to File Explorer called "Date Taken". Right click on the column headers line in the Explorer window which will open a list and scroll down the list of additional headers till you find Date Taken. You may need to click the "More" button at the bottom of the list to find it. Just check the box by that field and it will add that column to your Explorer window view. That will show you the actual date taken stored in the meta data for that picture.