The My Cloud IS a network attached storage device.
When working with iTunes its important to ensure you copy over the entire iTunes media library to the My Cloud and update the iTunes media library setting within iTunes on your computer to reflect the media library being on the My Cloud. Certain issues of iTunes being working right with the My Cloud come down to these two basic issues. Not copying over all the folders in the iTunes media library and not changing the iTunes media library setting. See the following links for more information on moving the iTunes media library to an NAS device.
How to set up an iTunes library on a network-attached server
How to offload your iTunes library to a NAS
There are a number of previous threads (see below) that deal with Sonos. You may want to review those threads to see if they solve your issue.
https://community.wd.com/t/problems-streaming-music-from-wd-mycloud-to-sonos-on-mac/93551
https://community.wd.com/t/problem-with-airplay-and-sonos-after-using-wd-my-cloud-4t/95610
https://community.wd.com/t/how-do-i-find-the-my-cloud-file-path-for-sonos-set-up/94665
https://community.wd.com/t/sonos/95313
You can find additional discussions on Sonos by using the search feature of this website (magnifying glass icon upper right).
You may also want to also read the following link, if you haven’t done so already, that may be relevant to your issue(s):
https://community.wd.com/t/faq-twonky-dlna-media-server-setup-use/95373
Edit to add: Additionally if you already have a single bay My Cloud device and are worried about loosing the data on it, you can either attach an external USB hard drive to the My Cloud’s USB port to backup (using Safepoint / Backup) within the My Cloud Dashboard, or use the Safepoint / Backup option within the Dashboard to backup to another local network location including another NAS like a second My Cloud. See the My Cloud User Manual (http://www.wdc.com/wdproducts/library/?id=439&type=25) for more information on the My Cloud, its features / settings, and how to back it up to another device.
