If you have bought a MyCloud, and not a MyCloud Home, you don’t need to use any WD software to access the MyCloud locally.
Map the device shares into your file system, and use Finder to transfer files.
If you are in your home, and Mac and MyCloud are in your home, internet speed is irrelevant; all access should be through your local network. Your MyCloud should be connected to your router. Your Mac should be connected to your router.
If you’re a new user, download and read the user manual.
Did you ever get a legitimate response to this? I have the same issue and have been looking for a solution for over a week. I have read the amanual and see nothing that addresses it.