There are two ways currently to connect to Cayenne.
The first way is using the Blynk library to connect to a port. The Blynk library relies on a standardized Wifi Library for the device being connected. The Uno Wifi device's Wifi library doesn't work, and the libraries that do work are not compatible with Blynk - unless you use the Caio library and the Blynk REST interface which isn't supported by Cayenne currently.
The other way is by using the MQTT interface. Cayenne has libraries for that too, but they are not compatible for the above mentioned reasons. However, MQTT is a standard that can be implemented WITHOUT using the Cayenne libraries. I'm sure that we can cobble some code together that uses the Caio library that talks MQTT.
I see you just posted some code, and yes, there are issues with the UnoWifiDevEd library.