I just spent some time on the phone with Apple. They confirmed it: There is no way to select a lot of photos in the icloud on a Mac and delete them. You have to do it one by one. Grr. But there is one shorter workaround.
My trouble was I kept on getting notifications to upgrade my iphoto (i.e., pay more) because my icloud was full. All I wanted was "My Photo Stream" option on (in photos preferences on a Mac), so only the latest would appear on my devices. I wanted the remainder of the older photos just on my hard drive. But since they were already up there on icloud, I kept on getting the full message.
I found one workaround to save a little time getting older photos off the icloud.
1. Set your preferences in photos on your Mac, ipad, etc., to "My Photo Stream."
2. Then get on your iphone, and open photos. (This would not even work on my ipad either, so iphone's it). Try "albums" first. You should be able to "select," "select" again, then hit the trash sign. If not, look at "Collections," and try it again. It gets rid of groups of photos.
3. Check in Albums whether you have one called "Trash." Delete it too.
4. Complain to Apple.
