Download all photos from iCloud?

I want to download all my photos and videos from iCloud, in their original formats, to my Windows 11 laptop. I tried iCloud Photos, but it only creates links to the photos -- it doesn't actually download them all. I tried using the download feature from the website, but it caps the number of files, and it's difficult to be sure that I've actually downloaded everything.

Is there a reliable way to download everything, and be sure that you've actually gotten everything?