This is an old issue related to bootloader problems on some nano/mega boards.
Try this
https://bigdanzblog.wordpress.com/2014/10/23/installing-the-optiboot-loader-on-an-arudino-nano-to-fix-the-watch-dog-timer-wdt-issue/

Does your Arduino board have a power led? Is it on during sleep?

The Sonoff has a 'spare' GPIO number 14.
I hooked this up to a Hall Effect Water Meter and tried to count the pulses.
The Arduino sketch I wrote works fine on the NODEMCU but doesn't record interrupts on the Sonoff.
For the NODEMCU the board was set as NodeMCU 0.9, for the Sonoff I set it as Generic ESP8266
I'm open to ideas as to why I'm not getting interrupts.
Awaiting your valuable insight

@Efflon
Did you read the PDF file? There I explain the methodology
From an MQTT client I publish commands which the Sonoff subscribes to.
These commands allow me to add to or delete from an array of SSID/Password pairs held in a file in the ESP8266 SPIFSS file system.
On power up I scan the local networks for SSID's and search the local file for matching SSID's.
If a match is found, I use it for connecting to the local WiFI network.
Does that help?

Please checkout my hack of the Sonoff

Apart from turning the relay on/off it offers the following features

The device is managed via a set of commands published from any MQTT client. Statuses are published by the device. Subscribe to them on your MQTT client.
SSID/Password management - The local SPIFSS file system is used to store an array of WiFI credentials.
Extra GPIO On/Off. There is an 'extra' GPIO available (next to the Ground pin on the UART breakout on the Sonoff.

https://github.com/mgaman/Sonoff-modified