Here are the screenshots.
As you can see, all the devices are connected, but I simply don’t have any options for port forwarding.
I have no issues with local FTP access, though. And yeah, I read the instruction - that is why I am writing here, it didn’t mention that I need to change anything on the router.
When the Cloud Access Connection Options dialog window appears click on Manual then you can see or change the remote port information the My Cloud uses. If you make any changes to the port number assignments make sure to write them down and use the exact same numbers when configuring port forwarding in your network router/gateway.