Officially, because of the way remote non FTP access works with the My Cloud there most likely won’t be any non WD apps that can access and stream media remotely. The workaround some have resorted to is using the insecure FTP method with an app (some use VLC) that supports accessing and streaming using FTP.
Unofficially one could probably do some modification of the My Cloud firmware to allow for some sort of remote access using apps or methods other than the official WD apps/web portal. Or possibly through WebDAV using the unofficial CloudDAVMod.
Some past discussions on this particular issue.
https://community.wd.com/t/streaming-music-on-computer-remotely/92498
https://community.wd.com/t/trouble-remote-streaming-from-mycloud-in-vlc/94253
https://community.wd.com/t/music-streaming-outside-of-the-home-network/93971
