I have an older model device and I wanted to be able to access it remotely. There is no Cloud setup when I am logged into the device. Does it not support it? Model is WUL241800600. Firmware is up to date version 2.13.108. I know support has ended on the device.
I also have an EX4. I still use it for all my local content. Due to the age of the firmware, WD no longer supports any of the older OS3 devices on MyCloud unless they can be upgraded to OS5. Sadly, the EX4’s can not be upgraded to OS5.
As far as remote access, there are 3rd party products that can still provide a secure connection. Since I don’t allow access from outside my home network, I can’t recommend one for you. Perhaps another user will provide some options for you.
Original poster is at the mouth of a large rabbit hole 
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OS3 devices should not be exposed to the internet (security vulnerabilities). Internet access to the NAS device should be blocked at the router. (i.e. configure the router to deny all internet traffic directed to/from the NAS. This is a standard router feature).
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I have my doubts about OS5 cyber security as well. Although OS5 is routinely updated . . . . presumably for security issues? WD is not well known for at all for robust device security.
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You can relatively safely access your NAS device using a VPN connection, even if direct traffic to the device is blocked by the router. This involves running VPN server software on a device on your network, and using a VPN Client software on a remote PC. The client “dials into” your home network, and then your client can access any device on your network (other PC’s, printers, your EX4).
In my case, I run "openvpn server" on my router (my router came with this software installed). . .and then I have "openvpn connect" as my VPN client on each of my laptops.
There are MANY caveats and nuances as you get into this. . . .but it works, and it works well once your have run the gauntlet.
Some of the issues I encountered are:
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Need to get a DDNS name (domain name) for your network, so if your ISP changes the WAN IP address of your cable modem. . . you can still connect. There are a number of free services that can do this for you.
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Your computer connected by remote VPN will have a different subnet address than the rest of your network physically in your home. (in my case: Home network is 192.168.xx.xxx, VPN client computers are 10.0.0.xx). For some reason, if I block internet traffic to my OS3 device, the router also blocks access to local subnets. (annoying). This is a bug in my router software, which requires annoying journeys down rabbit holes I am not willing to investigate.
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With my computer having a different subnet than the NAS, I cannot use “mycloud” or some such friendly name to access the NAS. . .I have to type the IP address (192.168.xx.xx) to access the device admin menus.
* “OpenVPN” itself has some quirks. There are alternatives, which due to laziness I have not pursued. -
You can run VPN server on something other than the router, such as an always-on PC or a rasberry PI.
(edited for typos)
Thanks for all for the feedback. I ended up using Tailscale and that suits my need.
If it works. . .it works. . . .
So there has to be a device on your network running a tailscale app, correct? It’s not running on your NAS is it? (admittedly, I am not familiar with how Tailscale works. . .so I will reserve judgement. . . . I freely admit that my “openvpn” option is based on 5 yr old research, and I use mainly because it’s pre-installed on my routers)
