Missing folders on iMac when using iCloud Desktop & Document Folders

Hi, guys,

Sorry for all the boldface and capital letters, BUT I'M UTTERLY FRUSTRATED!

I'm on my iMac using OS 10.13.6 (yes, old, I know). Several months ago I SOMEHOW did SOMETHING to my computer, allowing iCloud to be like part of my Mac... Whenever I copied something to my Mac, it took some time. Moving things from my Desktop to another folder would take some time...

Lately, I started realizing I'M MISSING WHOLE FOLDERS FROM MY MAC... Luckily enough I found them on my external backup drive and was able to copy them back to my iMac.

Going to iCloud in System Preferences, trying to uncheck iCloud, this is what I get, which is EXACTLY what I do NOT want it to do:

How can I go back to the good old days, when iCloud was in the background doing its thing without interfering with my life??

Thanks so much!

[Re-Titled by Moderator]