Gino,
the problem is that beaconbee said the documents have been deleted from the Mac.
I deleted them from my mac to free up disc space.
And when downloading from iCloud the nested folder structure should be preserved. I can select all documents at once inside a folder but not the subfolders. Is there a way to download the tree of subfolders preserving its structure? I can open folder by folder, enter ⌘A to select all documents in the folder, then download them.
Elaborating on your Terminal command:
To open an iCloud drive folder using the Terminal, why not use the "open" command? To reveal the Keynote application collection, we could paste the following into the Terminal:
open ~/Library/mobile\ documents/com~apple~Keynote
Replace Keynote by the name of any other application collection.