Can a server send data to my SIM800c while it is in sleep mode?
The MQTT protocol sits on top of a long-lived TCP/IP connection. There is next to no chance that a cellular modem would maintain a TCP/IP connection while in sleep mode. So you won't wake up from a subscription firing. 

It's not impossible that once you wake up for some other reason and reconnect, depending on the configuration of the MQTT broker, that you might get subscribed to messages that arrived since you last connected (i.e. QoS level 2), but I don't Adsfruit.io would provide that.