The problem with the default VS2015 templates is that the compiler isn't actually copied to the {outdir}_PublishedWebsites\tfr\bin\roslyn\ directory, but rather the {outdir}\roslyn\ directory. This is likely different from your local environment since AppHarbor builds apps using an output directory instead of building the solution "in-place".
To fix it, add the following towards end of .csproj file right after xml block <Target Name="EnsureNuGetPackageBuildImports" BeforeTargets="PrepareForBuild">...</Target>
<PropertyGroup><PostBuildEvent> if not exist "$(WebProjectOutputDir)\bin\Roslyn" md "$(WebProjectOutputDir)\bin\Roslyn" start /MIN xcopy /s /y /R "$(OutDir)roslyn\*.*""$(WebProjectOutputDir)\bin\Roslyn"</PostBuildEvent></PropertyGroup>