Will my phone will be active while copying of data from one drive to WD My cloud

Hi,

I am trying to copy data from One Drive to My Cloud using mobile app.

Question is that connection between my cloud and one drive will go directly or all data will travel via my phone between both service?

Since your phone is the device that is initiating the copy/transfers, the data will most likely go through your phone. Just like if you copy data from one network drive to another using a desktop computer, all the data is processed through the desktop copy since it initiates the transfer.