I keep "optimized storage" turned off for Photos and back up directly from the filesystem. The photo library sits in $HOME/Pictures with all originals and the SQLite database intact - any regular backup solution works fine with this.

For Notes, I've migrated to Obsidian since I couldn't find a reliable backup method for Apple Notes.

Messages is tricky - I just screenshot anything important since it's so tightly integrated with Apple's ecosystem. Most of my important conversations happen on WhatsApp anyway, which lets me export anything I need to preserve.

For Apple Notes, you can technically export using Shortcuts with a loop for entire folders, but it's quite limited. From my experience, it doesn't work with locked/encrypted notes at all - just returns blank pages when you try to access those. That's one of the reasons I switched to Obsidian.

You could always sync and backup (make sure it has a password so that keychain data is stored in the backup) your iPhone to your Mac since the dawn of iPhone OS. You can still use iCloud sync for contacts and notes if you choose to for convenience, but I absolutely do not want iCloud backup.