“user data (photos, documents, downloads, etc.)” is exactly the stuff TWRP does not backup … https://twrp.me/faq/backupexclusions.html
TWRP does not backup the whole device without some trickery.
Not in a totally convenient manner. One of the weakest points of Android.
An example of what can be done …
… but the unlocked bootloader is a trade-off with security implications.
The /e/OS developers are working on integrating Seedvault into /e/OS, which will help, but it will not be a perfect solution either, as it has its limitations, too.