Downloading photos to Mac

From support.apple.com: How to download content from iCloud.com

1. On iCloud.com, click Photos and select a photo or video. Hold the command key to select multiple photos or videos. 
2. Click and hold the download icon  in the upper corner of the window. If you want to download your content as it was originally captured or imported, choose Unmodified Original. For JPEG or H.264 format — including edits, and even if it was orginally in HEIF or HEVC format — choose Most Compatible. 
3. Click Download.

Published Date: February 15, 2019

If you are using OS 10.10.3 or above, open Photos, then go to Photos/Preferences/iCloud and set up syncing. Then go to System Preferences/iCloud or Apple ID, sign in, and check Photos syncing. If that is set up and then aren't syncing, try going to System Preferences/iCloud (Apple ID for Catalina) and stopPhotos syncing by unchecking the box. Wait a couple of minutes, then check syncing. Allow time for the sync to complete.

Last resort  - have you tried signing out of iCloud and then sign back in?