https://apps.apple.com/us/app/fe-file-explorer-pro/id4994701...
On Mac (I am aware you have said Windows) So if I were you I’d just dump app the photos locally in normal folder hierarchies (yes drag and drop; not going hunting in Library folder) and then backup wherever you want them. Here’s something https://support.apple.com/en-in/HT205323. Googled it. Absolutely no idea whether it works or how.
Then put something like Dropbox on the job on iOS and it’ll keep uploading your pics and videos which will show up inside one folder on your Windows as well.
My point is — you can’t rely on iCloud after you setup your backup up sync strategy. So get all your data at one point then start your parallel backup/sync setup (and maybe leave iCloud on as well if price is not a concern).
- Go to https://privacy.apple.com - Choose "Request a copy of your data" - Select iCloud Photos
After a few days you'll receive a download link to the full iCloud Photos library. Perhaps only available in EU (it's a GDPR-mandated feature).