Ps4 – I don’t have playstation plus and deleted the saved data

There's a Copy Multiple option that lets you select all content period. Just hit Square to change the sorting; you can sort by game title (stuff appears in folders) or by all. When not sorted by all you can use Copy Multiple to select all data at once rather than going through each folder.

Best I can tell this copies everything, at least in the PS3 Data Utility. I don't believe there's any way to copy PS2/1 saved data this way if that's what you mean by Copy Protected stuff.

The easy way to do this for new titles is to set them up to automatically copy content to online storage. What I did was run through all of my games and launch them once. When you first launch a game after getting the ability to auto-upload, you'll be asked if you want to auto-upload saved data for that game. Repeat for all games you own/want to keep backups of. For older data I'm not sure if this works, so just copy over all saves using the above method to be sure the first time.

You don't need to physically download the games to your device, but you do need to go into the storefront (either through an appropriate console or through the web interface) and "purchase" the items by adding them to your cart and going through the checkout process. Once you complete checkout, those items will be added to your Download List permanently and can be re-downloaded as many times as you want, even if those items are no longer free for new PS Plus subscribers. You will lose the ability to download or play those games if your PS Plus subscription lapses, but if you subsequently re-subscribe, you will once again be able to download and play those items.

This does mean that free games can potentially be "missable" if you have not added those items to your account before they go back to paid status. While some Instant Game Collection games have remained free for long periods of time, that is often not the case, and you will need to be sure to "purchase" those items during the limited window in which they're available for free.