I cannot see 2 pictures, but I can see the other 2. I suppose you configured the NAS UI to indicate that port 80 traffic should be expected through external port 8080, etc.
Did you try to reboot the NAS? I have had the same issue and rebooting would take care of it. Lately, I simply enabled UPnP on the router and left remote access on the NAS to “auto”. It worked better, but you don’t know which external ports are used, which can be a complication in some cases (like managing security exceptions in the Java plugin).
I have had the Relay connection show up a couple of times and what I did was unplug my router at the router, wait one minute then plug it back in and that solved the problem.
Yes, if it’s says “Connected , Port forwarding connection established”, all is fine.
You won’t be able to reach the UI from the outside. You can only access the shares through the mobile apps or wd2go.com or through WDMyCloud Desktop app.