How is the WD TV Media Player and the My Cloud connected to the local network? Is the local network using Gigabit networking? Are all devices using the same IP address subnet range and workground name?
If you haven’t seen the unofficial Twonky FAQ you should read through it to understand how media serving works with the My Cloud.
https://community.wd.com/t/faq-twonky-dlna-media-server-setup-use/95373
