Hi, I have simmilar issue with ESP8266 board. I have created my own connection manager (not a custom handler in terms of your class) and initialize the Arduino cloud with ArduinoCloud.begin(); without any parameters. I suppose, such an approach is possible as this overload of the begin method does exist.
I have also left out the ArduinoCloud.update(); call from loop, as the docs says, that it is needed only for watch dog functionality and ESP8266 is not a supported device for this.
And the result is, that my ESP-01 board connects to my wifi, but dos not interact with the Arduino Cloud at all :-(
Here are the core parts of my sketch:

#include <ArduinoIoTCloud.h>
// #include <Arduino_ConnectionHandler.h>
#include "ESPWiFiManager.h" //my custom wifi connection manager due to need of ESP8266WiFiMulti class 

#define SECRET_DEVICE_KEY "**********************************" //masked out just for the purpose of this forum
#define SECRET_OPTIONAL_PASS "**********"
#define SECRET_SSID "***************"
const char DEVICE_LOGIN_NAME[] = "***********************";
const char SSID[] = SECRET_SSID;
const char PASS[] = SECRET_OPTIONAL_PASS;
const char DEVICE_KEY[] = SECRET_DEVICE_KEY;

// WiFiConnectionHandler ArduinoIoTPreferredConnection(SSID, PASS);

bool btnState;
void onBtnStateChange()
{
  digitalWrite(LED_BUILTIN, btnState);
}

void setup()
{
  DEBUGINIT(115200); //opens the hw serial etc.

  ArduinoCloud.setBoardId(DEVICE_LOGIN_NAME);
  ArduinoCloud.setSecretDeviceKey(DEVICE_KEY);
  ArduinoCloud.addProperty(btnState, READWRITE, ON_CHANGE, onBtnStateChange);

  wifiMgr.SetupWifi("ArduinoCloud", LED_BUILTIN); //sets up wifi connection, device host name and LED to blink for several infos
  wifiMgr.ConnectWifi(); //connects to my wifi

  ArduinoCloud.begin();
}

void loop()
{
    //ArduinoCloud.update();
}

What am I missing?

Use without using Arduino_ConnectionHandler library #338

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