If it is a connectivity/communication issue between Matlab and your Arduino, you may want to contact their support, I’ve not worked with Matlab myself or have any experience connecting Arduino boards to it.
If the ESP8266 is the only thing blocking it from working properly, you may want to try an Arduino Ethernet or Wifi shield for internet connectivity on the Arduino to simplify the build. The advantage here is that Cayenne officially supports these shields where our ESP8266 support is limited to using it as a stand-alone device for your project (replacing the Arduino entirely rather than being a component to provide internet connectivity for it).
As you may have found on this forum, we do have a contingent of users unofficially using ESP8266 to provide Arduino internet connectivity – they may be able to help troubleshoot in that thread as well.