Try hitting the "Edit" button on videos that don't download. You don't need to edit any videos. I've found that requesting to edit anything with iCloud Photos forces the item to download to the device.
I just want to download a few videos from my ICPL. Because my son like to see a few videos that we took in Orlando.
But it's very hard to know how to keep just some of them in the iPhone. My phone downloads just what he wants hahahaha
I have issues with ICPL too. It's just not as seamless of an experience as they make it out to be. I do like how it saves a bunch of space on my phone. But I'll be darned if photos don't download just as you'd most want them to.
I have a 128 GB phone.. The main reason WHY I got it was to put all of my pictures, so you can see how disappointed I am that I can't download them all to my device when I was able to do that before... :/
I also have a 128GB phone and keep ALL my images taken with my phone on my phone. No reason you should not. I do feel that the cloud sucks when trying to backup large numbers of images and I choose to use iTunes instead.
I have a total of over 960GB of images stored on Dropbox and most came from a life time of digital photography!