Look - I don't know why you still take offence at my question; as I've said, I respect your position/the forum rules on not discussing policy. As the other answer below shows, however, there *is* an answer to the tech part of it; indeed, the *shift + select* route isn't exactly uncommon, it's just not available in iCloud Photo Library on the web for reasons that apparently can only be policy.
I also respect your choice to no longer contribute to this exchange, but I do have to correct your wrong conclusions above - and I am also writing all of it down in the hope that someone from apple might still read it and care. And yes - I am going to take alternative options; however, I would like my pictures back first, hence my question to the forum in the first place.
I'm referring to two different devices here: an iPhone, which currently uses iCloud library, and a Macbook, which does not. To stop using iCloud library, as far as I can tell, I have three options:
1) lose the pics stored in it by just turning it off;
2) turn it off & re-download the originals to the same device;
3) turn it off & re-download the originals to another device.
I don't want 1); I cannot do 2) because yes, that device has, in the meantime, filled up with other stuff. But the thing is - I cannot easily do 3) in the way apple is suggesting, either, because while the default iCloud plan is large enough for the iPhone pics, it certainly isn't for those already on the mac - and in order to transfer new/iPhone pics *to* the mac via iCloud library, apple *is making me* upload all the mac pics to iCloud library first. Now I'm sure that somehow makes sense from a synching point of view, but it requires purchasing a larger iCloud plan first. Under which condition I choose not to use iCloud library to transfer my pics.
So the only way out I've come up with is to download my original pics manually from the iCloud webpage - which apple is making very difficult for no apparent technical reason, as we've now established.
Thank you for your time.