Unless your internet speed for the entire path is greater than ~30mbit/second, then you didn’t wait long enough.
When you copy files via WebDAV (which is what WD2go.com uses), FROM your PC TO your NAS, the initial fast speed is actually just Winodws copying the file (locally) to its cache.
Then it will appear to hang (in fact, the windows will often say “Not Responding”) while the copy moves from the cache to your NAS.
there also seems to be a bug with files over 250MB, at least for me they will sometimes copy but many times will just continually send data but never finish.
I started trying to pin point the issue but have not had a chance to get back to it.
I would let it go at least twice the time required for the slowest link. If you hit the bug above you won’t be able to cancel and will need to reboot the PC