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The issue is now "solved".
I was trying to find things that were not there for me to find, having confused iCloud Drive with iCloud Backup (I read an article by an Apple "expert" confessing that even he was confused by Apple's iCloud options, so I don't feel too bad about that.)
I can, at least, save mail attachments to the drive. However, most apps don't seem to support the "save to iCloud Drive" option.
When using Apple stuff I often feel like Houdini trying to shuffle off his straitjacket :-)