You have to tell Filezilla to use TLS. For example, on mine (could be a little older than Windows vesions) under encryption, below protocol (when creating a new site via site manager in menu File) choose “Use Explicit FTP over TLS if available” option.
did you restart the server or the mycloud?#
if you try to conenct as normal ftp it will fail.
quick test with command line ftp which does not have encryption should give you the following error.
Connected to 88.78.33.33 <--- put your own here (here I am doing it remotely)
220 Welcome to WD My Cloud
530 Non-anonymous sessions must use encryption.
ftp: Login failed
ftp>
Here is a screenshot
HTH