@bestes Hi Benny! I think I've solved the problem, or at least have an expalnation that I might belive in.
Yesterday I connected my relay to an Arduino, to test the function of the realy, and I used the simple Blink setup. I worked as i should. I then tried to connect the relay to my Cayenne setup again, and it did'nt work as before. To activate the relay the input pin has to be pulled down. I then did some measurements on the GPIO pins, and those measurements confirmed that tha RPI worked as it should and the output levels followed the changes that I inserted via the Cayenne dashboard; when the GPIO was HIGH it measured approimately 3.3V and when it was LOW approximately 0V.
And that was exactly correct and the levels were as they should be.
When I measured the input pins on the relay the levels were approximately 4,7V, and to be able to activate the relay they needed to be pulled down.
My conclusion; of this little experiment is that both of the output levels on my Rpi, 3.3V and 0V, is below 4,7V, and as soon I connect the input pin on my relay to the output pi on my RPis GPIO, it will pull down the realy once, and stay in that state.
I then tried to activate the realy by connecting the input pin of the relay to one of the 5V output pins on the RPi GPIO (#4) and it worked!
Is there a way to get by this, or is there something I've missed out? How did you do when you set up the Relay Switch tutorial?