in spite of the negative response from John Galt there is a solution that has worked and I now have Time machine working perfectly with my WDMyCloudDL2100, as well as successfully storing my photos library on the drive in spite of other naysayers on alternative threads. The latter is achieved by creating a sparse image and the solution has now worked for 2 years without issues see (https://discussions.apple.com/thread/8030554?answerId=32793620022#32793620022).
However back to TimeMachine the issue I faced was indeed to do with the protocol and the fact that Apple no longer support AFP - thank you to JG for putting me on to this. The good news is that although MyCloud is set up to work with AFP you can change it to work with SMB. As ever before doing any of the following back up your computer first.
The first thing to do is to erase your current Time Machine set up on your WD device:
1. Ensure that the TimeMachineBackup" share is set to Public Access.
2. Log into the my Cloud Dashboard and Turn off the time Machine Backup Service.
3. Log into My Cloud Dashboard > Settings > Time Machine > Turn Off.
4. Go to the Shares Tab and Delete the “TimeMachineBackup” Share
5. Reboot the My Cloud
6. Follow steps to recreate the Time machine Backup Share.
7. Log into my Cloud Dashboard > Shares > create new Share: TimeMachineBackup > Set as Public Access on
Perform a My Cloud System only Restore:
Having done this you now need to change how TimeMachine works with your WD Device. How to do that is shown here:
https://support-en.wd.com/app/answers/detail/a_id/21360/related/1
Having performed this operation you can:
8. Go to the Settings Tab > Time Machine Toggle On.
And hey presto you should find that TimeMachine works over SMB fine and your back ups work as they are suppose too. It took quite a bit of interaction with WD to get to this stage, they had all the information but no-one seemed to be aware that my issues were to do with SMB, once I explained they pointed me straight to the right direction of how to fix it. Not sure why they could not do this as a Firmware update but there we go.
I hope this is helpful to others who might have encountered this issue and save you trolling the internet and WD for resolution.