Ok, in Catalina, open System Preferences, click on the Apple ID Icon at the top of the window. That should open to a screen that shows the App on this Mac Using iCloud window, at the top of which is "iCloud Drive," with a check box and an Options tab.
In the Options area, you will see Desktop & Documents folders at the top, with a checkbox. Note that the second window is headed with "Apps that store documents and data in iCloud will appear here:" as the label. Everything with a check is putting documents in the iCloud, in addition to having the originals on your drive.
You said you had it set up, so I presume that the box is checked, which means that every document and folder in your Documents folder and Desktop folder are copied to the cloud. Note, 'copied' and not moved. So with that checkbox there, you have the full set of whatever is in your Documents folder and Desktop folder stored in iCloud, assuming you have sufficient room for them there.
Now go back one level by clicking "Done."
At the bottom of the window on the right side is a checkbox labelled "Optimize Mac Storage" with a short explanation below it.
If that box is checked, your documents have been MOVED (emphasize MOVED) to the iCloud and all that is left in Documents and Desktop are symbolic links to those documents and folders, with the exception of recently used documents. Now, you said your purpose is to have full documents, not links, so you do not want to check that box, nor the one on the previous iCloud Drive Options pane. But if it is already checked, before you uncheck it, you will need to make sure you have copied the files from those folders to some other location because when you uncheck that option, the files will be deleted from your internal drive and unless they are linked to from some other device, from iCloud as well. So, if it's checked now, make a complete copy of your Documents and Desktop folders, with all subfolders, to some parking place, preferably an external drive, then uncheck the "optimize" box and then copy the full documents from where you parked them back to your Documents and Desktop folder in your home directory (The one with your name and the house icon in Finder.) The iCloud Drive is NOT hidden, not a system file, not encrypted. It should be, assuming you set it up correctly, in your home folder on the Desktop (default location). If it's not in that folder, and it's not anywhere in your home folder, it doesn't exist.
Let me caution you again about moving your Home folder off the boot drive. There are some not-so-well-behaved applications that make the assumption that the Home directory is on the internal drive and that ignore any symbolic links that might say otherwise. As I said, I ran into all kinds of issues with that attempt myself and eventually gave up on it as a bad idea.