I want a different evaluation context for different sections of my Notebook.Mike Honeychurch suggested to me than changing the CellContext to CellGroup would create a different context for each section of a document. According to the documentation, this seems to the right thing to do.
However, I'm unable to use that properly in the Wolfram Cloud Notebook. Here is a screenshot of my current session. Cells were evaluated by "Evaluate All" in the menu:
As you can see despite my use of SetOptions[EvaluationNotebook[], CellContext -> CellGroup] at different places, the $Context is always set to Global`.
What is the proper way of setting The Notebook evaluation option CellContext -> CellGroup in the Wolfram Cloud Notebook?
Eventually related to Stylesheets & Wolfram Cloud, since, to quote Mickael E2 in a comment below "In the documentation pages, this seems to be done through the stylesheet"

CellContext -> CellGroupon both the"Input"and"Output"styles. ExamineFileNameJoin[{$InstallationDirectory, "SystemFiles", "FrontEnd", "StyleSheets", "Wolfram", "Reference.nb"}]. $\endgroup$StyleDefinitionsto a cloud notebook. I took them from a desktop notebook, in whichCellContext -> CellGroupworks properly. However, on the cloud, theStyleDefinitionshave no effect. This might be a limitation of the WolframCloud. Maybe someone else will come along who has better knowledge than me. $\endgroup$StyleDefinitionsfrom my desktop notebook:StyleDefinitions -> Notebook[{Cell[StyleData[StyleDefinitions -> "Default.nb"]], Cell[StyleData["Input"], CellContext -> CellGroup, MenuSortingValue -> 10000], Cell[StyleData["Output"], CellContext -> CellGroup, MenuSortingValue -> 10000]}, WindowSize -> {808, 905}, WindowMargins -> {{20, Automatic}, {Automatic, 44}}, FrontEndVersion -> "12.0 for Mac OS X x86 (64-bit) (April 8, 2019)", StyleDefinitions -> "PrivateStylesheetFormatting.nb"]-- but it didn't work on the cloud, as I said. $\endgroup$CopyFile[FileNameJoin[{$InstallationDirectory, "SystemFiles", "FrontEnd", "StyleSheets", "Wolfram", "Reference.nb"}], CloudObject["Reference.nb"]]. Then you can download it using the in-browser cloud file explorer, or by executing e.g.CopyFile[CloudObject["Reference.nb"], "Reference.nb"]in desktop Mathematica. $\endgroup$