I have had that app for a long time and last time I looked it supported SMB access to WD NAS.
I was only interested in using it for windows 10 to Iphone access.
I just now looked can see my WD NAS unit on the local network using the app
and the user guide said it supported WebDAV , AFP , SMB , FTP or SFTP servers.
Using an Apple iPad with a NAS - 12 suggested Apps was one YouTube video I came across
some of them may work with WD systems.
I generally wanted to reply saying that I do not know of a way to connect an iPhone to a PR410 without cloud access enabled. My original thought was how to connect to the PR4100 via the internet without cloud access and I have to say I do not think there is a way to connect like that.
I did find an old article you may want to check out discussing connecting the SMB file share via the Files app in iPhone. Of course, this would only work if you were on the local network. Let me know if this helps out or if you found a way to do this - thanks!
local network with SMB should work if you VPN into your home network.
Note that access using “device name” might not quite work since (at least when I do it); the VPN’d computer won’t be on the same subnet vs the other devices on the network.