Hi SimonJI,
We'd like to help out, and want to clarify a few things that will help us work out troubleshooting steps you can try. Can you clarify what's happening regarding the iCloud account and the Microsoft email account? Are you receiving the same email at both accounts and see the attachments on the Microsoft account only?
Also, which device and software version are you using?
Do you use iCloud Mail with multiple devices? If so, we recommend checking each device to see if this is happening on all of them, or just one.
As a start, you might try signing into the iCloud website using a web browser to see if you're able to access the attachments in question there. This would also be good information for narrowing things down: Download email attachments from Mail on iCloud.com - Apple Support
Have a good one.