export my RAW files from LR (Cloud based) including all my edits

You must understand that you can never change or edit a raw image. The raw data in an image raw file always remains the same.

If you export from Lr as a DNG,  you are really just exporting the original raw image with the editing metadata encapsulated within the DNG file. The DNG format acts like a 'wrapper' containing [raw data + edits as metadata].

These edits in the DNG are not visible to other image viewers, but they are visible if you 'open' the DNG in other Adobe apps like Adobe Camera Raw, or even Adobe Bridge.

"I want and be able to come back to RAW again later."  You can!  with Lightroom Apps or ACR/Photoshop. The DNG edited metadata in the exported file will be interpreted by Lightroom, ACR or Bridge.

This is a DNG export from Lr (has edits) that shows as 'Original' in Windows File Explorer.

This very same file viewed in Adobe Bridge looks like this- (Showing the edit metadata!)

If you Export a Proprietary raw original file from Lr as [Original + Settings] then you will have a sidecar .XMP file because the XMP metadata cannot be encapsulated within a proprietary raw file (NEF, CR3, ARW, etc)

When I export DNG format (as many experts suggest) I loose my edits.

By @kateb40191525

How are you verifying that you lose your edits? Exporting a raw file as DNG retains the raw data and includes the metadata (including edit instructions) in the DNG's file header. However, opening that resulting DNG in any non-Adobe app (such as Preview on Mac) will only show the original unedited image.....raw data is never changed when we "edit" a raw file in Lightroom, so it requires an app to be able to read and interpret any embedded edit intructions then apply them to the RGB preview that is created from the raw data for viewing. Most non-Adobe apps will not be able to interpret those embedded edit instructions.

That holds true for the other export option for retaining raw data, i.e. the "Original + Settings" option that @Nadeem28230335k4xr has mentioned. The original unchanged raw file is copied, and an associated XMP sidecar is generated which contains "the settings". So again, trying to read that raw+sidecar file in a non-Adobe app will only display the jpeg preview which the camera embeds in the raw files, and which would not show the subsequent edits which are in the XMP sidecar file.

So, if you want to export and then be able to see the edited image outside Lightroom, use Jpeg or Tiff as the export file type. But if you are exporting in order to have a backup of the raw file including edits, then DNG or Original+Settings will work, just don't expect to be able to see those edits outside Lightroom.

in Lr (desktop) there should be an option to export originals + edits.  This will export your original RAW file plus an .xmp sidecar file containing your edit settings.