Hi, thanks for coming here. First I want to clear up any confusion about my situation with the Dot, etc. Yes I had problems at first but as I said earlier, eventually both Alexa and Plex "got it" as to what I was doing and within a couple of days of settling in, I now can ask any alexa device to "Ask Plex to play" and it plays music on that device. I have it playing on Echo, any of our numerous Dots and a couple of Taps. I currently asked Plex to play music on a Tap and it is doing so now.
Now, for your issue. Do you see on the Plex configure page you see when you Run App, to the right sie of your device, WDMyCloudDL2100, All Libraries, Movies, or Music? Mine show All Libraries, so I see a row of recent music on top and recent Movies below the music. This should be in the main screen. You can also select to see just music or just movies. The libraries should both be visible in this section, and if they are not you have a setup issue with Plex. If you have Plex running right now, thenturn app off in Dashboard, and then after a moment or so click on Run App to refresh configure screen. Hope you see what I described now.
BTW, Plex is running only on my DL2100, not on a PC or anywhere else. My DL2100 is set up as the defaults as for data storage, meaning all media files are in the subfolders in Public folder and music is all in Shared Music. I do not have a specific or dedicated "plex folder" as you say you have. This could be causing problems. Plex on DL2100 reads all my folders and files and groups them in Plex. Music is all mp3 files and movies are varied formats but it only sees the mp4/m4v video files. Plex does not see my ISO files since they are disc image files, not video files, but since I do not watch videos from Plex other than the mp4 variety, it is all moot.
Let me know if any of this info helps solve any issues.