Have you used the forum search feature to find past discussions on creating Playlists for use on the My Cloud? Here are a few past discussions:
http://wdstagingsplit.staged-by-discourse.com/t/how-do-i-set-up-a-playlist-on-my-mycloud-drive/151121
http://wdstagingsplit.staged-by-discourse.com/t/wd-my-cloud-software-how-to-create-playlists/78485
The My Cloud app may not support Windows Media Player Playlists, that’s why you are seeing the WPL extension and when you open it, Groove tries (unsuccessfully) open the Windows Media Player Playlist.
Generally playlists end with the “.m3u” file extension. To have Windows Media Player save a playlist to M3U you can select List Options then select Save list as option. Then change the Save as type to M3U. Then see if a DLNA client program will play the playlist on the My Cloud.
