Re: Check Gas Cap
I would first clear all the codes (either with a scan tool or removing the negative battery terminal for 20min) to know where you are starting from.
As you have done, make sure the cap is tight, and then see if the code/message returns.
If it does, pull the codes (though it is likely P0457 and/or P0456) to verify that's what is tripping the CEL.
If there is still a problem, I would start with the simple and cheap solution - get an OEM gas cap. Visually expecting the gas cap may not reveal a failure in the seal. Clear the codes and try again. If it still returns, then I would check the evap canister and vacuum lines running to it (under the bumper on the side of the fuel filler). If there is a leak, you will likely be able to smell it if you stick your head under there.
If everything in the back looks alright, another possible cause is the EVAP purge solenoid located under the hood (drivers side, attached to a fuse box). Another simple/cheap thing to fix.
If all that fails (which I doubt, it is likely one of those), I'm out of ideas!