I have seen many times that when you shut down your iMac, the WD My Book Thunderbolt Duo does not shut down correctly. The white LED just stays on and the iMac (OSX 10.10, 10.11 or 10.12) just waits and waits for it to shut off.
The only solution is to hit the power button on the iMac.
Last weekend in a last resort I got a My Book Duo hooked up via USB 3.0 and this one looks much better. You see that the iMac shuts down immediately, followed by the external (all) USB 3.0 drives.
To me it sounds there’s an issue with this Thunderbolt drive causing it not be able to shut down. This happens let’s say 2-3 times per month. For me too much, because it’s not idea to shut down a computer via the power button (might impact hard disks, file system etc).
I’m surprised this has not been reported more often, but maybe this Thunderbolt drive is niche product.