Im having the same problem. I have a My Cloud Mirror Gen2 8TB. I loose access to the plex server a few minutes in. The plex app was installed via the stocklibrary and I access it via the Configure button. I’m then redirected to another page where the Plex Server Interface loads. I only get so far before I get a message that says “WDMyCloud Went Away”. If I try and refresh the page or access it again using the Configure button, the page times out. The only way I can access it again is to switch the server off and on again. A few minutes in it happens all over again.
Another thing I encountered is that I am unable to install the latest version of Plex Server. The stocklibrary version is 091211.1406 and when I am able to get into the server, I get a message that says there is a newer version available. When I click the message, it takes me to https://plex.tv/downloads where I can download the latest version for WD My Cloud Mirror. The file that downloads is WDMyCloudMirror_plexmediaserver_091213.1464-4ccd2ca.bin. I tried installing it via the stocklibrary by clicking where it says “To install an app manually, click here”. A message appears that says “Updating…” but after a bit, I get error message that says “Failed to install app. Please check the network connection and try again.” I’ve attempted this method both with the Plex Server on and off without success.