In general: don’t lower the security level; leave it on High.
Add TWO exceptions by clicking on Edit Site list. The name can be found on the address bar.
Add 1 https://… the secure connection with the link to your WD drive;
Add 2 http://… not secure connection, and the same address.
The name will be in the form https://xxxxxxx-device123456.wd2go.com/
After doing that the connection is restored.