Yes FFS supports SFTP. The downside to using SFTP with the My Cloud is that one is limited to using the “root” login that they use for SSH and not a “User” account created through the My Cloud Dashboard. One would also need to enable port forwarding within their router to pass port 22 (the SSH/SFTP port) through to the My Cloud. The obvious problem with the default settings and using SFTP is the entire root level of the My Cloud OS can be accessed. Which obviously presents its own set of potential security issues.
There was past discussion on adding other “User” names to the SSH entry of the v4.x version My Cloud’s so one could use an other login other than “root”.
https://community.wd.com/t/sftp-setup/95350/5
Don’t know if anyone has been successful with the v2.x My Cloud firmware in modifying the SSH entry to allow for “User” names. There was some discussion in the following thread.
https://community.wd.com/t/how-to-setup-sftp-on-my-cloud/152297
