This week I went a couple of times to Apple Technical Support in Causeway Bay, Hong Kong.
Last Thursday I was told to change my password. But it looks strange to me why iCloud did not accept my password, I was sure it was correct. Anyway I changed it as there was not a slot to get 'help' from Technical Support.
On Friday, it got the same problem. As it was holiday i could go till Saturday. I waited for a couple of hours to get help from technical support. But at the end he did not find out any solution. He tried a couple of things. Then he told me I had to sign out of iCloud session and to wait till it made a copy of files. It never finished to copy. So he told me later I had to did a back up of my information and then they will configure again my MacBook.
I found the solution later at home reading on internet : https://osxdaily.com/2016/10/23/fix-icloud-unknown-error-cant-connect-problem-mac/
It looks like I was opening too much apps which were not allowing to connect or configure the iCloud. So I closed all the apps one by one and off my MacBook. Even the skype was not working. And voilà, it worked again. I got connection to iCloud.
Thanks OSXDaily!
(I did a Spanish version yesterday here on HIVE)