Oops! I forgot to answer your specific question...
Turning OFF iCloud Photo Library will not delete it he images currently on your d vices, but that means you'll still have each other's photos. First:
- In Settings > Photos & Camera > make sure Optimize iPhone Storage is not checked. If it was, uncheck it and give the phones time to download full-resolution images;
- Upload to My Photo Stream should also be OFF.
Once you're no longer syncing to iCloud, Photo Share, or your computer, you can start deleting the unwanted images. Note: If you start deleting from your devices with iCloud Photo Library still on, you're be deleting these images from everywhere!