Keep iCloud Drive Desktop & Documents folders local only

Your files aren't gone when you switch it off, they just stay behind in iCloud Drive. macOS makes a fresh, empty Desktop and Documents folder in your home folder, which is why it looks like everything vanished.

So the order that works: turn Desktop & Documents Folders off, then open iCloud Drive in the Finder sidebar. The old Desktop and Documents folders are in there. Select what's inside them and drag it into the new Desktop and Documents folders in your home folder (Shift-Command-H gets you there). Give it time if there's a lot, since anything that wasn't downloaded yet has to come down from iCloud first.

Once those iCloud folders are empty, your files live only on the Mac. Just make sure Time Machine or some other backup covers them, because iCloud won't anymore.

— Dmitry · developer of ComfortFiles

"Keep iCloud Drive Desktop & Documents folders local only: I don't want my 'Documents' anywhere but on my computer. When I go to Apple, System Settings, Click on me and then iCloud, then Drive, I can turn off Desktop & Documents Folders, but if I do they are on iCloud and disappear from my local machine giving the feeling all my files are gone. How do I keep all files local only?"

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Get a Copy of ALL iCloud Contents:

You are Leasing this Storage; you do NOT OWN it. So, it could be rid of in an instant. So, download ALL of iCloud Drive.

A. Download All of iCloud Drive:

Use my User Tip: Getting a Quick and Direct "iCloud Drive-to-External Hard Drive" Download - User Tip

B. Download the Rest of iCloud:

Refer tote Apple Support Link: Archive or Make Copies of the Information you Store in iCloud - Apple Support

From Siri AI: