Why are my existing Reminders and Notes not saved to iCloud on my Mac?
If you've created these Reminders before you turned on iCloud, then they will be local to the device. Newly created Reminders should automatically be 'in' iCloud.
(In fact, I can't see how to create a Local one on my Mac or iPhone.)
You can select an individual item, and then move it to a new List. This might be easier to do wholesale on the iCloud website or on a Mac.