It sounds like iCloud is ‘purging’ your files because it doesn’t think they’re in use.
You can tell it not to do this, at the expense of it keeping all iCloud files locally; which you might not have room for. Sadly there’s no granularity to this option. You’d need to turn this setting off.
This is a limitation of iCloud Drive.
You could store them locally and run a script to copy them to ~/iCloud Drive? Look in to programs like Hazel which can make this easier.