After successfully setting up the WD My Cloud 4 TB with a MacBook Air, OSX El Capitan, I was unable to use Finder and Spotlight to do a successful file search on the Cloud.
After trying a few solutions, I came upon Devon Technologies EasyFind 4.9.3. It installed successfully with El Capitan, and I was able to do a successful file search (if rather slow) using EasyFind.
I thought I would post this here, because after spending a few hours looking for solutions used by others, I did not find any.
February 17, 2016
Another solution I have just tried is to use NeoFinder to catalogue My Cloud. It took around 15 hours to catalogue the files (about 200,000 files). I was able to the use NeoFinder to search file names using a keyword. The results appeared almost instantly, and I was able to open the chosen file immediately, directly from NeoFinder.