Hello Frank Bendrick,
To help us better assist you, can you let us know if you have received any errors about iCloud Photos? If so, what did the error say? That information will help us determine how to proceed.
1. We understand you stated that you went through the iCloud Photo set up. If this is the information you used, feel free to skip this part. To help ensure iCloud Photos is set up and enabled correctly, and rule out a possible issue there, please check out the details in this link which outline the correct set-up process: Set up iCloud Photos on all your devices
Set up iCloud Photos on all your devices
You can use iCloud Photos on your iPhone, iPad, iPod touch, Mac, Apple TV, and Windows computer, and on iCloud.com. For an overview of what you can do with iCloud Photos, see Share photos and videos and keep them up to date with iCloud.
Note: Make sure you’re signed in with the same Apple ID on each device. If you have devices where you’re not signed in with your Apple ID or that have iCloud Photos turned off, you won’t be able to access your photos and videos on those devices.
2. Please also check out the information and suggestions in this link, as it can help with several iCloud Photos issues: Get help with iCloud Photos
What if some of my photos and videos are missing after I turn on iCloud Photos?
Look for your missing photos and videos in the Recently Deleted album of your Photos app, and make sure that you signed in to iCloud with the correct Apple ID. Learn more about how to find missing photos and videos in the Photos app.
Any photos or videos that you copy to your device through iTunes or the Finder are not copied in iCloud Photos.
Upload originals from your iPhone, iPad, or iPod touch to your Mac
To upload original, full resolution versions of your photo library to your Mac, turn on iCloud Photos on your Mac.
Thanks!