I don’t think it’s going to matter where in your vault you put them. iCloud isn’t aware of your vault structure.
If you see the little cloud by your files in MacOS, that means they are offloaded to the cloud. You might have to go to System Preferences → Apple ID → iCloud → uncheck “Optimize Mac Storage”. That should fix the problem on your Mac at least.
But I don’t personally know of any equivalent setting in iOS or iPadOS.
(In this thread, it sounds like it took a long time for iCloud to download stuff after the Optimize option was turned off. All Content from Vault disappeared)
That makes sense. You don’t have an Obsidian problem. You have an iCloud problem. If you search for iCloud, there are a few more threads on the topic that might help.