Follow the instructions above for making a local backup of your iCloud Notes. You should now see a section for iCloud and a section for On My Mac. Create a new note in that folder as a placeholder. If you have an iCloud section in your folders list, but not an On My Mac section, you will need to create one.
This creates a copy of your iCloud Notes on your computer. A green plus icon should appear as you're dragging the Notes to the new folder. Holding the Option key down, drag the notes into the Notes Backup folder.
