Hi Bikerbandit,
To clarify, are you referring to using Desktop and Documents with iCloud on your Mac? If so, are you able to search for specific file names with Spotlight search? The information in the article here mentions how you can locate your data. Add your Desktop and Documents files to iCloud Drive
"On your Mac
You can find your Desktop and Documents folders in the iCloud section of the Finder sidebar. If you add a second Mac Desktop, you can find those files in the Desktop folder in iCloud Drive. Look for a folder with the same name as your second Mac. You can also use Spotlight to search for specific file names."
Additionally, you should be able to download items as outlined below, found from this resource: Work with folders and files in iCloud Drive
"Download items stored only in iCloud Drive to your Mac
In some cases, items may be stored in iCloud Drive but may not yet be downloaded to your Mac.
- Control-click the items that you want to download (indicated by the In iCloud status icon
). - Choose Download Now.
- After the items are on your Mac, you can work with them without an internet connection."
Regarding the connection alert you can also check your settings to ensure there's no firewall or configuration blocking the communication.
Change Firewall settings on Mac - Apple Support
Recommended settings for Wi-Fi routers and access points - Apple Support
If the issue remains, reach out to Apple Support directly to further assist.
Contact - Official Apple Support
Contact Apple for support and service - Apple Support
Cheers.
