iCloud Photo library on external HD

Historically I used to have 2 iPhoto libraries, one on my mac and the other on a external HD as a back up to my images and both libraries were upgraded to photos. I got sucked into paying for extra storage with apple to have the ability to have an iCloud library as everything synced with my phone, iPad and mac.

However, photos does not allow me to sign into iCloud on the external HD so any new photos will not sync to it... is there a way around this? I am starting to think that photos is not the product for me to mange my images, its already very frustrating that years and years of naming and organising albums in iPhoto have been eradicated...

Also, is there a way to select every image/video or at last a block of images/videos from iCloud.com photos in one go? Shift and select does not seem to work and I don't fancy having to click every image to download them...