For this (the warning in the screenshot), disable Settings > Core plugins > Sync as you aren’t using Obsidian Sync. The Sync core plugin won’t be listed Core plugins list and you won’t see that screen anymore.
How far did you get with the steps here?
Maybe a screenshot or two of vault structure in iCloud Drive from the Finder could help here (try to remove any personal information from the pic).
Also, what’s the vault name? In the lower-left sidebar in Obsidian on macOS.
