So here is what I found after a long time not been able to access all my stuff through the mobile app.
I use a macbook pro and an iphone 5s.
I have a Share on My cloud mirror and inside this share I keep folders like, “music”, “videos”, “photos”. So, using finder, I changed the icon of those folders for better visual identification using finder command+i shortcut and then copying the same icons of the mac Home folders to these folder on the My cloud mirror. What happened is every folder on the NAS that I change the icon, I was not abble to access using the mobile app. It gives the message “no internet connection”.
It took me a lot of time to realize that the change in Icons was the reason I couldn’t access the folders. Yesterday I deleted those custom icons and I could access them normally.
Now, if someone is having the same issue you can try this. Also it would be great if someone from WD could fix that.