It could be the permissions on the folder itself that could be causing this, I don’t think the WD TV could be causing this, but try to connect the drive to the Mac and check the permissions. It would also be good to know what Version of Mac OS you are using and how you copied the files to the drive.
I connected the drive to my Mac, from which I could see the folder, created a new folder, copied over the files, deleted the old folder. The new folder is now visible from the iPhone app.
My memory is not certain, but as I recall I created the original directory when connected to my Mac.