iCloud Drive - Stop Automatic File Upload & Download
Read through the various issues described against this 3rd-party tool:
https://github.com/Obbut/iCloud-Control/issues
-esp-
https://github.com/Obbut/iCloud-Control/issues/39
https://github.com/Obbut/iCloud-Control/issues/36
https://github.com/Obbut/iCloud-Control/issues/23
They make interesting reading re how to manage iCloud. But it does seem that you cannot simply not download a file, the best you can do is evict it once it has been downloaded.