Can't connect as network drive/open in explorer via internet

So, I have a My Cloud (WDBCTL0020HWT-EESN) and need to set it up as for remote access as a network drive. I have done as the manual asked me to, but when I open the “WD My Cloud” software on my mobile device (which runs Windows 10), the list of available folders looks different from how it does in the manual. There are simply no “open in explorer” buttons. I do, however, have acces to my folders, can upload, download, delete, create new folders etc.
Same thing for the wdmycloud.com page.
I must be doing something fundamentally wrong. I just can’t figure out what it is.

Officially one cannot remotely map or remotely connect to their My Cloud using Windows File Explorer. WD removed that capability almost a year ago. Not sure where in the My Cloud User Manual (http://www.wdc.com/wdproducts/library/?id=439&type=25) they indicated you could.

To access a My Cloud remotely one can use the MyCloud.com web portal, the WD My Cloud Desktop program, the My Cloud for iOS/Android mobile apps, or use FTP.

Unofficially, and absolutely NOT supported by WD, those with version 4.x firmware My Cloud’s can remote map in Windows File Explorer their My Cloud using the unofficial CloudDAVMod detailed in the following thread:

http://community.wd.com/t/app-clouddavmod-v1-0-for-firmware-v4-05-2016/161543

http://wdc-de.custhelp.com/app/answers/detail/a_id/12005/~/remotezugriff-auf-ein-wd-my-cloud-personal-cloud-laufwerk
^I found this using search engine (silly me), it does not seem to indicate that the information given is outdated.
But you answered my question perfectly, so thanks!
Thanks also for the firmware mod! I guess I’ll try it as the router we’re using seems to have trouble with port forwarding, so FTP might be troublesome.

Out of curiosity, why did they cut the mapping? Security issues, or reserverd for higher end? I found out about this feature (except for the part that it was removed) and it sounded so cool it made like half the buying decision.

WD apparently didn’t fix that support document. WD dropped the ability to remote map the My Cloud using Windows File Explorer almost a year ago when they introduced the “OS 3” firmware.

The assumption is they dropped this feature due to possible security issues. When WD revamped the WD2Go.com website and relaunched it as MyCloud.com the feature was removed. MANY have complained since then about this feature being removed. WD has indicated per the link below they have no plans to reintroduce it.

http://community.wd.com/t/re-enable-remote-drive-mapping-through-mycloud-com/134944