I think you have two options here:
Download the images and save them to your external hard drive
Create a photo library on the external drive and use that one with iCloud enabled (however iCloud is not a backup service, only a syncing service, so you'd then also want to backup that drive)
For the first option there are multiple online guides:
iCloud to ...
No, the pictures will still be available on your iPhone if you click Turn off & Delete. The images will then be deleted from iCloud within 30 days.
No matter what, I would definitely make a backup of preferably both your iPhone and the Raw photos/videos e.g. to an external hard drive to ensure even if something goes wrong you don't lose your data.
Go to Photos app > Preferences > enable Optimize Mac Storage. That will add caching features that seamlessly remove older photos locally when running out of space. You won't notice a difference, basically.
I have found 2 Apple solutions which meets my needs, but no search came up with these methods.
Import images from a camera into Preview on Mac
You can import photos from digital cameras or devices with cameras (such as iPhone) in Preview.
Connect your camera or device to your Mac, then make sure your Mac and the camera or device are turned on.
If the device ...
If the Photos app is open on your Mac it opens photos.sqlite-shm. You can see what files Photos has open using Activity monitor. For me it is ~/Pictures/Photos Library.photoslibrary/database/Photos.sqlite-shm
Thus your sync process is correctly saying that the file is in use
Your process thus has to make sure that Photos.app is not running.
I would move your Photos.app Library to a large external volume. Follow the steps in this Apple Support document:
(Broadly, quit Photos.app, then move your library in the Finder, then launch Photos and in the preferences point it to your new location. Designate the library as the 'system library'.)
Once you've done ...
There is a way but you need to enable 1 thing in windows - it means - make a writable ftp server and connect to that server directly from ios app named „files” then you can do it. Only that you need to know how to configure ftp in windows (but that’s not a place I think for sharing thoughts about windows).