Yeah, I did look at that link, and the recommended answer was too technical for me. The general gist that I understood is that downloaded files (handled by the Download Manager) get flagged somehow by the system, and that flag ultimately makes them liable to be deleted automatically at some point.
The Download directory shouldn't automatically backup photos to the cloud unless you manually turned that on in the Device Folders section of the Google Photos app -- is that the case?
Here's an idea for a test -- instead of downloading the images directly to your phone, try downloading them to your computer, and then copy them via USB to a directory separate from /Download (like /Pictures). Then see if those photo files ultimately get deleted automatically at some point. Since these files wouldn't have been managed by the Download Manager, they wouldn't have any potential flag added by it.