Cloud-saving does work but there are occasions where issues can certainly arise. As far as using Grim Internals with cloudsaving active… I would personally advise against it. People have had issues doing so and its partially why there is a warning about it on Grim Internals page.
If you want to switch to local saving from the cloud then I have a guide here that shows you exactly what you need to do to both switch to local saving, and back to cloud-saving if you ever need to…
How to - Move your saves from Steam cloud to Grim Dawn's default location.