There are several threads found with the forum search feature (magnifying glass icon) on this particular issue and how El Capitan in general has problems with the WD My Cloud.
when you reach 999 Mo you receive an error message, type ignore ,then click on the two vertical small ligne to stop the process, then click on the small arrow to restart loading the file .
if you load heavy files you may have to do the same thing every 999 Mo or so