All my photos gone but downloaded to icloud

You may want to check, if your Mac has opened the correct Photos Library.

• Quit Photos, if it is running,
• Then laugh Photos again while holding down the options key ⌥ until the dialog to select a library appears.
• In the dialog select a different Photos Library, if more than one is shown.

Have you been using iCloud Photos? And is more than one device syncing with iCloud Photos, for example an iPhone or an iPad as well?

When you are using iCloud Photos with more than one device, iCloud will keep the Photos Libraries identical on all your devices and in iCloud. When you delete a photo from any of your devices it will be deleted from iCloud as well, and from all your other devices, that a re also syncing with iCloud. Could it be, that you have deleted photos from an iPhone and accidentally also deleted them from Mac and iCloud?

The system version shown below your question is rather old. A Mac with OS X 10.11 cannot access any photos in a shared iCloud Photos Library. If you have joined a shared iCloud Photos Library on a newer device, your Mac with OS X 10.11 will be left out and can no longer show you the photos in the Shared library. You would need at least macOS 13 Ventura to be able to see the photos that have been moved to the Shared iCloud Photos Library.

Where did you last see them? In the Photos application, in Finder folders, or in some other app?

When you said you "turned to the internet ... but couldn't find anything," where on the internet did you look? Was it on iCloud.com or somewhere else?