You can also update the library inside the Arduino IDE by going to Sketch > Include Library > Manage Libraries and locating “Cayenne” in the list. The latest version is 1.0.1.
I’m not convinced that is the issue here, but it is a place to start. If that doesn’t do it, try the test in this post and let us know your results: Unable to reach arduino.mydevices.com:8442 - putty advice - #15 by rsiegel