Photos on my phone load to my Mac but aren't saved on my Photos/iCloud files?

I've seen similar questions asked here before but they don't really fit my exact problem, and to be honest, I don't even know what's exactly wrong, myself. Whenever I take photos on my iPhone (which is synced to my Mac through iCloud), it may take a few hours to load on my Mac, which is okay. But I've noticed that when my Mac goes into screen saver, only a few photos (like only 6 out of the 3000 in my photos storage) show up on my screen saver, meaning they're the only ones "saved" (?) or "downloaded" (?) to my iCloud. I have since realised that to get all my other photos and vids to save the same way, I have to go through every single one of them on my Mac so they can download (indicated by the loading circle in the bottom corner).

This not only annoys me because the same 6 photos keep showing up on my screen saver, but also if I want to upload a photo of a document or something, it's not saved to my iCloud (I don't know if that's the definitive issue) so I have to airdrop it from my phone to my Mac which is so tedious. So I don't know what to do; I can't go through each photo and video individually to make sure they're "downloaded" or AirDrop every single photo I want to use in the future because that doesn't make sense. (Also I've already restarted my Mac and that didn't solve the issue).

I've inserted an example photo below of what it looks like when I load onto a photo in my Mac library, with the loading circle in the bottom right corner (PS, I don't think this issue is occurring because it's a Live Photo, I have other photos that aren't live but still have to go through this same loading process):

[Edited by Moderator]