Is the a CLI way to download all photos from a Photos.app iCloud shared album?
Take a look at iCloud Photos Downloader it is a command line interface for iCloud Photos based on Python. 

To install, you can type pip install icloudpd should the requirement of Python 2.7.x or 3.6.x be met. If you use Python 2.6.x will fail. 

If you require Python, I reccomend using Homebrew Package Manager, which is known for being easy to install command line tools. If you’re going to install Python with this method, type brew install python

You can also install Python using the package found on their website. 

If you’re looking for more info about the package and command usages / 2 Factor Authentication scenarios, take a look at the Repository’s Readme.