Amazon Photo (Photos & Video) Migration to iCloud Photos

I have over 127K photos on Amazon and I am trying to migrate them over to iCloud Photos.

I have all photos from Amazon downloaded to a portable drive. When I try to upload to iCloud Photos I get a message that says I can only upload JPEG files. How do I get all my other files to iCloud?

I read I could put on I drive then save to my phone. After testing that it works on some smaller videos and pictures but not 100%.

anyone have other ideas on how to make this work? Mostly concerned with videos as pictures can be converted.

thanks for your help.