download iCloud photo to mac OS X Yosemite 10.10.3 [duplicate]

You can simply drag single Photos from the Photos app into the desired folder or there is an Export option for albums in the File menu. Select album on the top bar (cmd+3) and mark the desired album and go to File -> Export (shift+cmd+E).

I don't understand 1 fully but possibilities could be storage, Data not allowed for Photos, Low-Power mode etc.

For 2 and 3, Turn on iCloud photo library in System Preferences and allow Optimise Storage. Then open Photos.app quickly and change the settings to Download originals to the Mac. This will circumvent the said banners about upgrade storage.

For 4. Use https://privacy.apple.com to Download photos or, Use ⇧shift to select a range or ⌘command+A for all.