You are doing it differently than me–I store the MacFamilyTree files into the default local file system and do not use iCloud at all. So I guess you have the MacFamilyTree files located in the iCloud sync folder. And you use CloudTree to sync–I’m not sure if it’s a sync file or the data, so check the documentation I guess.
Just to make sure about the iCloud files, if you have turned on “storage optimisation” on your Mac or “store in icloud” as “on” … then your MacFamilyTree files may not be backed up by TimeMachine since Apple sometimes will remove files to “help” you save space. I may be barking up the wrong tree here, but if I were you and you want Timemachine to backup these files, I would check these settings and check past TimeMachine backups to see that the iCloud folder are indeed available all the time and are backed up.
At this point we are off topic for DEVONthink and you keeping “files” (I’m not sure what they are as you haven’t said) inside DEVONthink and not indexed is probably the best.