If they are at iCloud.com, and if your phone is connected to iCloud.com, then those pictures are on the phone. Be sure to check Settings>[name]>iCloud>Photos to see if your phone is set to Sync.
It may be that they just aren't where you're looking. For instance, the Library can be sorted by Date Added, or by Date Captured, so they might not be with the pictures that you think they should be. You could try changing the sort order:

Also, you can see above that there is a Filter--changing the filter might give you a different view.
You should look in Hidden and in Recently Deleted, but unlikely that they'd be there, since that's not the place you see them in iCloud.
Let us know how it goes…