If the serial message is:
unable to connect to arduino.mydevices.com:8442
try to open the port 8442 on you router.
If the not solve the problem, you have a problem with DNS assignment of your router.
You can modify the Cayenne Defines.h in Arduino->Library->Cayenne
#define CAYENNE_DOMAIN "arduino.mydevices.com"
#define CAYENNE_DOMAIN "126.96.36.199"
Delete the arduino.mydevices.com:8442 address and substitute it with