I would suggest you start by reading the following unofficial Twonky FAQ if you haven’t already. It helps get the most out of the My Cloud media server.
http://community.wd.com/t/faq-twonky-dlna-media-server-setup-use/95373
You didn’t mention or indicate what device or computer is streaming content FROM the Plex media server or from the My Cloud/Twonky media server? Generally you would use a computer or device to stream media FROM a media server. Were you using the Plex app on a mobile device or Roku type device or Plex Media Player for your PC?
How is your network set up? Using Gigabit networking from the My Cloud to the network router to the streaming device/computer or TV?
For streaming media from a My Cloud to a TV one can use Kodi on a Kodi supported device/computer.
https://kodi.tv/