Have you enabled Cloud Access/Remote Access in the My Cloud Dashboard > Settings? If so what does it indicate for a “connection status”?
If one’s broadband provider is blocking the ports the My Cloud uses in it’s default setting for Cloud Access/Remote Access then one can reconfigure the My Cloud to use alternate ports. One will also have to configure their router for port forwarding if one uses alternate remote access ports on the My Cloud. There is a very general post of how to setup the My Cloud to use alternate ports at the following link. Note one proceeds at their own risk using the manual port option on the My Cloud.
