What My Cloud model do you have? The EX version? If you have a single bay version, what firmware version and have you made any modifications (like adding unsupported modules/apps) to the firmware?
Generally on the single bay My Cloud versions (I use a first gen v4.x) My Cloud the firmware is supposed to reject anyone trying to connect from a remote location. There are a number of threads (including the one’s posted above) that cover this with the single bay units. Here is another discussion on it.
