Solved it!

I'm guessing the USB stick I used to update the Application Processor (mcGw110.bin) was reporting over 100mA required and so the update was not working. I noticed mcOTA was reporting version 6.* rather than 9.*. I had updated the Host Processor, so perhaps the two versions were not compatible. Anyway, when I redid everything with a different USB stick, lo and behold, MQTT messages being sent and received.