Documents and Desktop folders not appearing on my Mac

When I opened up my Mac today my Documents and Desktop folders were missing. In iCloud in Settings iCloud Drive is checked and Options show Desktop & Documents Folders checked. As I have sufficient storage on my Mac I've not optimized my storage there. If I go to iCloud.com all my documents and desktop files are there OK.

I thought I could correct this by restoring files from my Time Machine backup so I tried restoring all my desktop files. That was OK at first but then it started uploading these to iCloud and they disappeared again from my Mac! It seems that somehow or other my iCloud settings are not held properly but how do I correct this?