2mb sec Really?

You need to be careful with your abreviations.  You’re not getting 2mb (2 megaBITS).   You’re getting 2MB/sec  (2 MegaBYTES per second), which is eight times faster.

Yes, copying (or moving) FROM one share TO another, the data must transit your PC.   In addition, you’re causing the disk to “thrash” the heads by doing simultaneous reads and writes.

But even then, no, that’s very slow.   I get about 25 MB/sec doing a similar copy.

See if this gets your anywhere…

http://community.wd.com/t5/WD-My-Cloud/HOW-TO-Troubleshoot-NAS-Performance-concerns/m-p/618695#M1256