tar cvfz command not writing on iCloud Drive folder
You need to place the file in this folder instead:

~/Library/Mobile\ Documents/com~apple~CloudDocs

This is where you can place generic files, similar to saving them in "iCloud Drive" in the Finder.

Also you seem to have the order of arguments to tar wrong, so that you're really creating a file named "z" instead of "Avid_Backup.tgz" that you thought you were saving to.

The commands thus needs to be:

  tar -cvzf "~/Library/Mobile\ Documents/com~apple~CloudDocs/Avid_Backup.tgz" "~/Library/Application\ Support/Avid/Sibelius"