Can't get Azure IoT command to work using callbackDirectMethod()

[le-james]

I am following the example code provided and when I hit run button on Azure IoT Central it doesn't turn on the led. I get this error:

The device was not found when trying to executing the command. Check if it is correctly running and connected.
Error Code: 404.070.002.015 / 1se49xo051u.4

Sending telemetry data and visualizing it on Central works perfectly though. So the connection is not a problem. Not sure why I get the error above.

Also, what do these two functions do exactly, callbackCloud2Device and callbackDirectMethod? From the example they appear to have the same operation, when should I use one or the other? Do they operate differently from Azure IoT Central side in executing it?