Just to bring this post up to date.
I have exchanged several emails with Support, but have only been advised that my router needs to be set to uPnP.
They don’t seem to be reading the fact that this problem ONLY occurs on the Windows Phone 8/8.1 Preview running WD 2go.
All of my Android phones/tablets, and my iPad work perfectly, ie it has nothing to do with uPnP, which Apple Airport Extreme routers don’t support.
I am only using the local LAN, and have no intention of accessing My Cloud/Dropbox remotely (even if it does work slowly).
Not too happy with Support at this point in time, though I am happy with My Cloud, but for this feature not working on Windows Phone 8/8.1.
I assumed WD would be interested in this feature fail.
