Turn on LED with one button

how much wattage is your led? The maximum source current of GPIO is about 12mA.
You may check the serial monitor to see if there is any issue by adding #define CAYENNE_DEBUG

Also change if (millis() - lastMillis > 1000) { to if (millis() - lastMillis > 15000) {. You are publishing data at very rapid rate and will hit rate limit. Sending MQTT messages within rate limits