What Mac OS are you using? El Capitan? If so there are known problems that Apple introduced with El Capitan and the My Cloud. See this thread for lots of discussion:
http://community.wd.com/t/support-os-x-el-capitan/96744
It is generally recommended one “map” the Share or My Cloud to their local computer. The My Cloud User Manual (http://www.wdc.com/wdproducts/library/?id=439&type=25) gives basic directions on how to “map” the Public Share to a Mac or Windows PC. Or see the following WD Support document:
http://support.wdc.com/KnowledgeBase/answer.aspx?ID=2686
It is becoming confusing as to what your doing and where your problem lies. Is the problem with remote access? Or with local access?
It is important to understand the distinctions and differences between each method of access. When one accesses the Dashboard with their web browser they are not accessing the My Cloud remotely. The Dashboard is how one configures their My Cloud. When one uses the web browser and goes to MyCloud.com or WD2Go.com they are accessing the WD portal that allows remote access to their My Cloud Shares. When one uses either Mac Finder or Windows File Explorer they are generally accessing the Shares on the My Cloud through their local network.
Using a Mac, try the following to access the My Cloud: Finder > Go > Connect to Server > smb://IP Address of your My Cloud
If that doesn’t work try: Finder > Go > Connect to Server > afp://WDMyCloud.afpovertcp.tcp.local
