Note, there is a specific subforum for the EX2 device.
My Cloud EX2
There are many past discussions on the fact that the My Cloud app for iOS does not support HEIC that can be found using the forum search feature (magnifying glass icon upper right).
https://community.wd.com/search?q=HEIC
The My Cloud Support Knowledgebase also has an entry indicating that file format is not supported. And details how to change the settings to use the supported .JPEG and H246 .MOV formats.
My Cloud iOS 11 and higher Camera Support
There has been a request, going back to 2017, for WD to add the HEIC format to the app in the WD Software & App Ideas subforum.