Hi, and welcome to the Apple (user-to-user) Community!
Re: "Copy all photos & videos from iPhone to hard drive?
I've tried doing it online, but iCloud Photos didn't work either."
There are various ways to go about achieving the goal you have.... perhaps something below ?
Would it help to see how to: Set up and use iCloud Photos on your Windows PC - Apple Support
and
What to do: If your iCloud Photos aren't syncing to your device - Apple Support
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Important: If you delete items in sync on one device they are deleted everywhere that they are in sync.
ie: You can turn off sync. first.
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Re: "I want to copy all my photos and videos from my iPhone 14 Pro to an external hard drive"
See how to: Transfer photos and videos from your iPhone or iPad to your Mac or PC - Apple Support
Or
Sync your iPhone, iPad, or iPod using your computer - Apple Support
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Re: "Is there a reliable way to copy all the photos, and be sure they've all been copied?"
Sorry I have no recent experience in using Windows, so can not say for suere.
Apple support does have articles online that may or may not help:.
Eg: Transfer files between your PC and devices with iTunes - Apple Support
Microsoft may have PC info. / tips I don't know about.
All the best :-)