Backup Disk Image Could Not Be Created

I’m having this problem with Mac OS Mojave and a WD My Cloud EX2 Ultra running OS5. I’ve tried everything. Reboot the device. Delete and rebuild the share I’m using (including setting it up again in Settings / Mac Backups). I’ve tried both encrypted and non-encrypted. It stopped working about 10 days ago, and I only just now noticed it wasn’t working when I received a notice from Time Machine that last backup was a while ago.

I’ve been working with WD and Apple since the release of Big Sur. Mac OS 11 TimeMachine is not compatible with NAS systems at this time. Currently awaiting WD to acknowledge that they are/are not working on a solution.

Apple suggests using USB attached storage.

Well, there are two USB 3.0 ports on my WD My Cloud Ex2 Ultra, but the documentation says they’re for connecting external drives to the My Cloud, not to use My Cloud as a USB drive. I might try it anyway, but I doubt it’ll work. It should have dawned on me that Time Machine quit working the day after I upgraded to Mojave. Bummer.

Mojave (Mac OS 10.14) TimeMachine will work with the WD MyCloud EX2.
Big Sur (Mac OS 11.0) TimeMachine will not work with the WD MyCloud EX2.

WD MyCloud EX2 USB ports allow for the connection of a USB drive to the WD MyCloud EX2. The USB ports do not allow the WD MyCloud EX2 to be used as a USB drive.

Yup, my wife’s old MacBook Air running Mojave works just fine. Just spent more than an hour on chat and the phone with Apple Support. The “engineers” claim that Time Machine to a cloud-based NAS is not supported. So, I disconnected the WD device from the cloud and tried again. No go. This is the first time Apple Support has gotten my dander up. It WAS supported, but they broke it in Big Sur and are not willing to admit it. Not enough to make me go back to a Windows machine, but close.