Same issue, got support to reply:
Please try to uninstall the desktop application and reinstall it using the link bellow.
While you to that please try to power cycle on the WD My Cloud EX2 (unplug the power for 30 seconds and plug it back into the power outlet).
As an additional step please try to perform a system only restore on the WD My Cloud EX2 (on the back of the unit you will be able to see a little pinhole that will be above the USB port on the back of the unit, press an hold the reset button for at lest 40 seconds this process will not delete any data on the drive but it will restore all the settings to default).
This did not fix it.
Assure the Firmware is up to date on the My Cloud:
How to update the firmware on a My Cloud?
If the issue remains, then I want you to open the Dashboard and go to Settings -> General -> Scroll down to Cloud Access and turn it off. After this go to Utilities -> Device Maintenance -> Reboot, once it reloads then turn Cloud Access On again and have your family test the remote access again.
If the issue remains then it would be good to do port forwarding to your router, in order to do so, please check the article below:
How to enable port forwarding on a network router for use with a WD My Cloud, My Book Live, or My Book Live Duo
That didn’t fix it either for me, still awaiting a reply