It should support ext4, too, being a linux system.
I got it working a couple of days ago!
With my Ubuntu linux box using gparted I delete the original partition and create two ones of 2 TB each and I formatted both with EXT4 (not sure it was needed)
Then I attached the USB disk on the NAS. Using dmesg I got what device (/dev/sdX) the NAS was unable to mount.
Then I reformatted the partitions:
root@WDMyCloudEX4 root > mkfs.ext4 /dev/sdc1
root@WDMyCloudEX4 root > mkfs.ext4 /dev/sdc2
Finally I found the two new USB devices (I don’t remember if I reboot the NAS or just waited):
root@WDMyCloudEX4 root > ls /mnt/USB/
USB2_c1 USB2_c2
Now I’m following this guide [GUIDE] How to Make Persistent System Changes (crontab, etc) to use rsync
to backup my NAS shares.