MQTT integration doesn't connect to broker

Hi there, I have a Dragino LDS02 sensor connected via LoRa to Helium. I’m desperately trying to get data from Helium into my HA. At the moment, I’ve got the datacake integration in Helium up and running. So I see my payload in Datacake. Now I thought it’s quite simple to use the MQTT integration in HA to connect to the broker of Datacake, but it simply does not connect.
I followed this guide for a test: Turn your LoRaWAN Devices into MQTT Devices with Datacake and it's public Broker - YouTube
When I use MQTT Explorer (on a Windows machine in the same LAN like HA), I can connect to the broker and I see my desired topics.
When I use exactly the same settings in the MQTT integration, I get an error in the logs:

Disconnected from MQTT server (5)
12:09:17 – (WARNUNG) MQTT - Die Nachricht ist zum ersten Mal um 11:49:06 aufgetreten und erscheint 17 mal
Unable to connect to the MQTT broker: Connection Refused: not authorised.
12:09:17 – (FEHLER) MQTT - Die Nachricht ist zum ersten Mal um 11:49:06 aufgetreten und erscheint 17 mal

I’ve got no idea, what to do. Also, it is my first contact with MQTT. Maybe I’m doing something very simple very wrong.
Maybe anyone could check or confirm, that this is working or is not working in general?

-everything is updated to the latest version
-at some point, I managed to connect the MQTT integration to, I saw all kinds of topics, so it seemed to work
-as far as I understand, I won’t need the Mosquitto Add On?
-but having it installed won’t do harm for this?
-I’m not tied to datacake in any way, I’m open for other ways to bring my sensor data in HA
-but I don’t want to use a local broker with port open to connect Helium directly to it
->because this will for sure be my only sensor which has to use LoRa and/or MQTT (everything else is Zigbee or Shelly (WiFi))

I just found out that MQTT Explorer is also available as Add On for HA. So I installed it and gave it a test: It works with the same settings, like on my windows machine. So I think it’s at least no kind of network problem from my HA installation.

I found no solution to the problem in the title (MQTT integration does not connect to datacake broker).

But I found a workaround: There is a datacake plugin available for Node Red. So I installed Node Red and the necessary plugins. This way I was able to bring my data into HA, finally. :crazy_face:
Took me a good week to bring it together. :pleading_face: