Synch desktop and documents to icloud

Add your Desktop and Documents files to iCloud Drive

If it will not stay Blue, as the user says earlier

Try restating the computer in Safe Mode

Restart in Safe Mode. This will perform a Disk Repair, clear cache files and only load Apple Software, extensions and fonts. The boot up will be slow and can take some time - Normal.

Safe Mode will also eliminate Third Party Software, extensions and drivers from loading. It will only load the Minimum amount of Core Apple Processes to allow the the computer to function at a reduced Level of Performance 

Does the issue present in this mode ?

Sometimes a Safe Boot followed by a Normal Boot will just put things right.

Still no resolve ?

Sign Out of your iCloud account

Restart the computer

Sign Back Into your iCloud Account and test

A thing to consider: how large are your Desktop and Documents folders?

The free tier of iCloud only gives you 5GB. If it were me, this would certainly not be enough to store this content - not even upping it to 50GB (which is $1 per month) would. But you may have less data, of course.

You do know that the iCloud Drive is not an off computer storage facility but a syncing feature between multiple devices with the same iCloud ID. Any changes made locally, i.e. additions, edits, deletion, both intentional and accidental, will be reflected in the iCloud Drive versions.

For a more "durable/reliable" backup that you can go to after some time has passed to retrieve a file it's recommended you use Time Machine with an external drive that is 2 ½ - 3 times the size of the data you're backing up.

Just some food for thought.