You should never put your databases in any cloud-synced folder (including the Documents or Desktop folders if you are using the disk management feature in macOS 10.12 or higher). Never. If you have, you must relocate them immediately or you could irreparably damage them. The safest location is a folder in your Home Directory, like ~/Databases. Quit DEVONthink and move your databases to a new folder in your Home directory.
If you’re referring to ZIP files, they’re fine. Also, Sync data (.dtCloud) is made for use with these locations. Cloud services in general are not compatible with package files (and we’re not the only developers who have issued such warnings). It is better to assume they’re not data-safe and use our Sync plugin, as able.