Is it possible to manually control the LED on the Lyra 24P USB Dongle with the AT Interface app?

Yes. For the Lyra 24P USB Dongle with part number #450-00184 it is required (in the very first instance) to configure the GPIO of LED (SIO1) with the AT+SIOC 1,2,0 command as an output. 

Now you can simply use AT+SIOW 1,1 and AT+SIOW 1,0 to turn on and off the LED. This information can also be found in our Lyra 24P USB Dongle User Guide on page 8, section 5.3: Using the Dongle LED with AT Commands.

The blue LED is mapped to PA08 (Pin 17) internally and not active by default. See the Lyra 24P Datasheet for further details about the pinout.