Android / Huawei Cloud?

Can someone explain to me why pictures from my cell phone gallery that I have deleted also disappear in my cloud? Can we adjust this someway?

This is the standard behavior - the cloud saves and syncs from the device.

And can I somehow set it up so that I can delete files from the phone without the cloud changing?

If you can do this, then probably in your gallery app or in the system settings for cloud synchronization. You could try using another gallery app to delete the images, but it will likely download them again