OK, I do not use My Media, but I have Plex on a WD My Cloud NAS server, and I use Plex sometimes. I will tell you, too, Plex is not a favorite app of mine, but during the past month I have been working to get Plex and Alexa (aka Plexa) to use Plex app on an Amazon FireTV stick so I can use voice commands to a Dot to play albums, artists and tracks on my TV/stereo system. I have had limited success (meaning I have it working on just one of my two FireTVs so far.
I also started a thread here at this forum where no one responded so I have just been ka log in my thread for me, or anyone, to see. I will give you the link to that thread and see if you can get anything useful from it.
I have read that this setup can also play to an Alexa device, but so far in my setting this up an Echo or Dot was not found by Plex. Take a look at this link after finishing reading this post.
http://www.echotalk.org/index.php/topic,3323.msg17858.html#msg17858My Preferred setup:
You don't need to have two iPads to listen to your own music on Echo. I use an earlier iPad because it ties up the iPad, and I want to use my other new one as an iPad while the older one is playing music.
I prefer using a larger screen than the iPhone and is why I use an iPad. So, here is my setup.
I have a server with all my music files on it; it's my My Cloud NAS, I installed a music app called Music Streamer on iPad that can access the server, and I can play the music files from server on iPad. If I want to hear the music on an Echo, I use Bluetooth to send iPad's music to the Echo. I also have Google Home and Chromecast, and Music Streamer has capability to cast the mustc to the Google devices. With Chromecast device on my TV and stereo I have video of album art and info as well as music.through stereo. Music Streamer is the best app I have for this purposem and it is built with large music collections in mine.
You don't need a NAS for a server; a computer is also a media server, and Chromecast can find all the servers on the home network, including a computer. All my music is consolidated on my NAS and that is why I chose to use my NAS as my target server in the Music Streamer app.
If I lost you in this discussion, it is because I wrote it for one who understands home networking pretty well. If that's not you, I trid my best to be clear. Good luck and keep me posted on your progress.