You can also try on Safari: Preferences → Advanced → Include Bonjour in the Favourites Bar. You should then be able to find Bonjour → WDMyCloud on your favourites bar.
On the WD My Cloud Web Interface you should then:
Settings → General → Mac Backups → toggle Time Machine off
Settings → Utilities → Device Maintenance → Reboot
wait for your device to reboot …
Settings → General → Mac Backups → toggle Time Machine on
Open Time Machine preferences, select the appropriate disk, and try to backup again. If the issue persists, contact support directly: