I don’t know what all you have read, but I think there is a very logical and simple answer to this mystery.
What I am about to say doesn’t exactly explain your precise issue, but I bet it is closely related. In fact, playing a list of albums (unless in a playlist) may not be possible,
You are likely viewing and playing your My Cloud music collection thru Media Servers instead of Network shares. There is a big difference between the two access modes. Media server “serves” your music to the WDTV from the My Cloud, i.e. it is played on My Cloud and “pushed” to your WDTV. Network shares allows your My Cloud to act like is was a shared drive, and “pulls” media to play it directly on WDTV.
So, when I look at my own My Cloud NAS via Network shares, I see all album tracks (with track numbers) in correct alpha order. When I look at same album via Media server mode, they do not show track numbers nor are they in order, but they still can be played by server…
So, for this reason and others, I rarely use WDTV’s Media server to get to my music albums; I use Network shares. The only time I play my music using Media servers is to play from music playlists, because although Network shares can see the list of playlists it cannot play them and gives an error message that there is no media in the folder. True, playlists are not media files; just text files.
Media server access has the ability to play playlist music, because the Twonky server program in the My Cloud can read these lists, decode the music files, and “serve” them to a client. Why the files are not played in alpha order is a mystery only Twonky can explain. Perhaps it plays music in the order tracks are on the disk, or random, or some other order. Who knows or who cares, because you now know how to play your music in alpha order using Network shares.
Understanding the differences between Media servers and Network shares modes explains other mysteries of playing certain files on devices like WDTV. For example, one cannot play My Cloud stored ISO files under Media server on WDTV, because the Twonky server in My Cloud cannot decode ISO files to serve them. Network shares can play these ISO files, because the un-decoded ISO file is streamed to WDTV, and it DOES have the built-in decoder to play ISO files.
Oh, and one more story to enlighten and/or confuse the readers:
I have other server devices on my network other the My Cloud. A Windows PC is a Media server, too. So, on WDTV, I select my PC using Media Server mode. As a rule. I don’t store large movie ISO files on the PC, but I do have one or two there. So, I select one to play, and unlike from my Cloud, it PLAYS on WDTV under Media mode! Why? Because, unlike the My Cloud, the Windows media server program CAN decode/play ISO files, so it plays the file and streams actual video to the WDTV to pass on to the TV.
Bottom line is if a media server can decode an ISO file, it can be played via WDTV in Media server mode.
Hope all questions are answered.