I have to reload Sketch every time I start my Yun
Please explain which messages? Serial port messages or MQTT messages?

The mqtt.connect name "arduinoClient" is the ID name. It depends on the server what the parameters should be. For some servers it can be an empty string and the second parameter should be the account name, and a third parameter for the password/key.

When you upload a sketch, the OpenWrt part is already running. Perhaps there is a problem with Bridge.begin. Try to wait 90 seconds before calling Bridge.begin. If a 90-second delay makes it work, lower it to 5 seconds, and keep it at 5 seconds.

Perhaps you can use (blinking) LEDs to indicate that the code has finished the Bridge.begin or to indicate an error.

When you solve this problem, there will be other problems. Have you updated to the newest firmware for the OpenWrt part? The Arduino Yún might only work with a very simple and small sketch. Don't try to add too many things that use the Bridge. The OpenWrt/linux part is reliable, you can run linux scripts there. The ATmega32U4 part is just like an Arduino Leonardo and is also reliable. It is the combination and the Bridge that causes a never ending chain of problems.

What about the Raspberry Pi? That is reliable. Have you thought about the ESP8266 or ESP32 in Arduino compatible mode? Adafruit has an MQTT server for users, and the Adafruit Feather M0 WiFi seems a very nice board. Anything but the Yún.

My best advice for you is to grab a hammer and destroy the Yún and forget about it. It will make your life so much easier.

(I just noticed that this is a very old question, sorry, but my answer is still valid).