Hello ,
do you confirm that the My Cloud Ex2 Ultra can not be added to a subdomain like NAME.CUSTOM.LOCAL?
You may have better luck asking the question (or searching) in the dedicated EX2 subforum where people more kniowledgable about the EX2 line may be able to assist. This subforum (My Cloud) is generally for the single bay My Cloud line devices.
https://community.wd.com/c/network-attached-storage/wd-my-cloud-ex2
Also if you haven’t done so already, see the WD Knowledgebase which has a number of articles on Active Directory and the My Cloud. Including; limitations, configuration and an online guide.
https://support.wdc.com/knowledgebase/index.aspx?s=active+directory&c=538&lang=en