My devices won't sync the ICloud photos. The photos will not show up on my MacBook Pro.

While a phone can have only one Photos Library, a Mac can have several libraries. Only one of those, the one designated as the System Library, can sync with iCloud.

So it looks like you have another Library that is the System Library. This must be the one that has been syncing with your iPad. You can get a list of Photos Libraries on your computer by closing Photos and option-clicking on the Photos icon. You can use the resulting dialog to switch between Libraries. Your current System Library may be the one you want to use. Usually, the Photos Libraries are stored in the Pictures folder. If you go to the Pictures folder and double-click on a Library, Photos will open that one instead of the one it's been using.

If you want, you can change your current Library to the System Library in Settings>General.

If your current Library is the System Library, then "Use as System Photos Library" will be grayed out, as above. If it isn't grayed out, clicking on it will make this Library the "System Library." And make sure that "Copy Items" is checked. It probably already is.

Once you are working with your System Library, then the iCloud window will look like you showed in your post. Then you can connect with iCloud.