I’m relatively new to webCoRE (although I used CoRE for a while before using webCoRE), but my understanding is with the Piston as originally written, it will subscribe to two types of events: time and Thermostat 1’s temperature attribute. That’s what the lightning bolts on the left side imply. You should also see this when the Piston is started (i.e., with logging enabled and after editing and saving the script.) So, if the temperature changes, it should cause the Piston to run (as well as at 4 and 5 on a weekday.)
So, basically, when the temperature changes, that’s effectively a trigger, and in this case, time will be effectively a filter. And, when the time is 4 or 5 (on weekdays), time will be the trigger, and the temperature will act as a filter. And in both cases (temperature changes, or at 4 or 5) you should see the Piston running in the WC log for this Piston.
Given you’re seeing the setHeatingSetpoint in the ST IDE event log for the thermostat, I’d say the WC Piston is doing what you want. But, …
Is it possible either the Nest Thermostat itself, or the Nest Manager SmartApp (which I assume you’re using) has changed the thermostat’s mode, say to eco mode, or off? If so, then changing the heating set point won’t have any effect until the thermostat goes back to heat mode.