What app are you using when you attempt to cast video to a Chromecast? The WD My Cloud for Android app?
What format is the video file in? MP4, MKV, AVI, etc.?
I cast video (MP4) using the WD My Cloud for Android app. First (see the yellow highlights in the images below) I select the cast icon at the top within the app and select the Chromecast I want to cast to. After selecting the Chromecast the cast icon should change. Next I select a video file, which displays a dialog box where one has to select what to play the video in. I select Chomecast. At which point the mobile device casts the video to the Chomecast.